<SEC-DOCUMENT>0001193125-19-231977.txt : 20190828
<SEC-HEADER>0001193125-19-231977.hdr.sgml : 20190828
<ACCEPTANCE-DATETIME>20190828122157
ACCESSION NUMBER:		0001193125-19-231977
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		10
CONFORMED PERIOD OF REPORT:	20190630
FILED AS OF DATE:		20190828
DATE AS OF CHANGE:		20190828
EFFECTIVENESS DATE:		20190828

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			PCM FUND, INC.
		CENTRAL INDEX KEY:			0000908187
		IRS NUMBER:				521834031
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			0630

	FILING VALUES:
		FORM TYPE:		N-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-07816
		FILM NUMBER:		191060231

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

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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	PIMCO COMMERCIAL MORTGAGE SECURITIES TRUST INC
		DATE OF NAME CHANGE:	19930624
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSR
<SEQUENCE>1
<FILENAME>d771452dncsr.htm
<DESCRIPTION>N-CSR
<TEXT>
<HTML><HEAD>
<TITLE>N-CSR</TITLE>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13.5pt; font-family:Times New Roman" ALIGN="center"><B>UNITED STATES </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:13.5pt; font-family:Times New Roman" ALIGN="center"><B>SECURITIES AND EXCHANGE COMMISSION </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Washington, D.C. 20549 </B></P>
<P STYLE="margin-top:24pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>FORM <FONT STYLE="white-space:nowrap">N-CSR</FONT> </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>INVESTMENT COMPANIES </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">Investment Company Act file number: <FONT STYLE="white-space:nowrap">811-07816</FONT> </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:18pt; font-family:Times New Roman" ALIGN="center"><B>PCM Fund Inc. </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Exact
name of registrant as specified in charter) </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>1633 Broadway, New York, NY 10019 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Address of principal executive offices) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Bradley Todd </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Treasurer
(Principal Financial&nbsp;&amp; Accounting Officer) </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>650 Newport Center Drive, Newport Beach, CA 92660 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:7.5pt; font-family:Times New Roman" ALIGN="center"><B>(Name and address of agent for service) </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center">Copies to: </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>David C. Sullivan
</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Ropes&nbsp;&amp; Gray LLP </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Prudential Tower </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>800
Boylston Street </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Boston, MA 02199 </B></P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">Registrant&#146;s telephone number, including area code: (844) 337-4626 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">Date of fiscal year end: June&nbsp;30 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">Date of reporting period: June 30, 2019 </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:1%; text-indent:5%; font-size:10pt; font-family:Times New Roman">Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after
the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its
regulatory, disclosure review, inspection, and policymaking roles. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:1%; text-indent:5%; font-size:10pt; font-family:Times New Roman">A registrant is required to disclose the information
specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and
Budget (&#147;OMB&#148;) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 450 Fifth Street, NW,
Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. &#167; 3507. </P>

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<TD WIDTH="10%" VALIGN="top" ALIGN="left"><B>Item&nbsp;1.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Reports to Shareholders. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:10%; font-size:10pt; font-family:Times New Roman">The following is a copy of the report transmitted to shareholders pursuant to Rule 30e-1 under the Investment Company Act of 1940, as amended
(the &#147;1940 Act&#148;) (17 CFR 270.30e-1). </P>

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<IMG SRC="g771238g13e39.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="5" COLOR="#335367">PIMCO CLOSED-END FUNDS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Times New Roman" SIZE="7">Annual Report </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="2">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:ARIAL" SIZE="4">June 30, 2019 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PCM Fund, Inc. | PCM |
NYSE </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Global StocksPLUS<FONT
STYLE="font-family:ARIAL" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund | PGP | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Income Opportunity Fund | PKO | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Strategic Income Fund, Inc. | RCS | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Dynamic Credit and Mortgage Income Fund | PCI | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="2">PIMCO Dynamic Income Fund | PDI | NYSE </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">Beginning on January 1, 2021, as permitted by regulations adopted by the Securities and
Exchange Commission, paper copies of the Fund&#146;s annual and semi-annual shareholder reports will no longer be sent by mail, unless you specifically request paper copies of the reports from the Fund or from your financial intermediary, such as a
broker-dealer or bank. Instead, the reports will be made available on the Fund&#146;s website, pimco.com/literature, and you will be notified by mail each time a report is posted and provided with a website link to access the report. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">If you already elected to receive shareholder reports electronically, you will not be
affected by this change and you need not take any action. You may elect to receive shareholder reports and other communications from the Fund electronically by visiting pimco.com/edelivery or by contacting your financial intermediary, such as a
broker-dealer or bank. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:ARIAL" SIZE="1">You may elect to receive all future reports in paper
free of charge. If you own these shares through a financial intermediary, such as a broker-dealer or bank, you may contact your financial intermediary to request that you continue to receive paper copies of your shareholder reports. If you invest
directly with the Fund, you can inform the Fund that you wish to continue receiving paper copies of your shareholder reports by calling 844.337.4626. Your election to receive reports in paper will apply to all funds held with the fund complex if you
invest directly with the Fund or to all funds held in your account if you invest through a financial intermediary, such as a broker-dealer or bank. </FONT></P>

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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_1">Letter from the Chair of the Board &amp; President</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_2">Important Information About the Funds</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_3">Financial Highlights</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_4">Statements of Assets and Liabilities</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_5">Consolidated Statements of Assets and Liabilities</A></FONT></P></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_11">Consolidated Statements of Cash Flows</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
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<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_12">Notes to Financial Statements</A></FONT></P></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_12a">Report of Independent Registered Public Accounting Firm</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_13">Glossary</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_14">Federal Income Tax Information</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_15">Shareholder Meeting Results</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_16">Changes to Boards of Trustees</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_17">Dividend Reinvestment Plan</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_18">Management of the Funds</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_19">Approval of Investment Management Agreement</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_20">Privacy Policy</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund<BR>Summary</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Schedule of<BR>Investments</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_21">PCM Fund, Inc.</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_27"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_27">12</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_27"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
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<TD HEIGHT="1"></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_22">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT>
</SUP> &amp; Income Fund</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_28"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_28">13</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_28"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
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<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_23">PIMCO Income Opportunity Fund</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_29"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_29">14</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_29"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_24">PIMCO Strategic Income Fund, Inc.</A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_30"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_30">15</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_30"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_25">PIMCO Dynamic Credit and Mortgage Income
Fund<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_31"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_31">16</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_31"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.38em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_26">PIMCO Dynamic Income Fund<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></A></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_32"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_32">17</A></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><A HREF="#tx771238_32"></A>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="48%"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consolidated Schedule of Investments </FONT></P></TD></TR></TABLE>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_1"></A>Letter from the Chair of the Board &amp; President </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:3%; text-indent:-2%"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Dear Shareholder, </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Following this letter is the PIMCO
<FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds Annual Report, which covers the <FONT STYLE="white-space:nowrap">12-month</FONT> reporting period ended June&nbsp;30, 2019. On the subsequent pages you will find specific details regarding
investment results and discussion of the factors that most affected performance during the reporting period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:3%; text-indent:-2%"><FONT STYLE="font-family:Arial Narrow" SIZE="3">For the <FONT STYLE="white-space:nowrap">12-month</FONT> reporting period ended June&nbsp;30, 2019 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">The U.S. economy continued to expand during the reporting period. Looking back,
U.S. gross domestic product (&#147;GDP&#148;) grew at an annual pace of 3.4% and 2.2% during the third and fourth quarters of 2018, respectively. For the first quarter of 2019, GDP growth rose to an annual pace of 3.1%. Finally, the Commerce
Department&#146;s initial reading for second quarter 2019 GDP, released after the reporting period ended, showed that the U.S. economy grew at a 2.1% annual pace. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">After raising rates four times in 2018, the Federal Reserve (the
&#147;Fed&#148;) reversed course and had a &#147;dovish pivot.&#148; With its December 2018 rate hike, the Fed increased the federal funds rate to a range between 2.25% and 2.50%. However, at its meeting in January 2019, the Fed tapered its
expectations for the pace of rate hikes in 2019. Then, after the Fed&#146;s meeting in June 2019, Fed Chair Jerome Powell said, &#147;The case for somewhat more accommodative policy has strengthened.&#148; This stance was partially attributed to
trade tensions and signs of slowing global growth, including weakening manufacturing data. Finally, at its meeting that concluded on July&nbsp;31, 2019, after the reporting period ended, the Fed lowered the federal funds rate to a range between
2.00% and 2.25%. This represented the Fed&#146;s first rate cut since 2008. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2">Growth outside the U.S. continued, but the pace generally moderated. According to the International Monetary Fund (&#147;IMF&#148;), global growth is projected to be 3.3% in 2019, versus 3.6% in 2018. From a
regional perspective, the U.S. economy is expected to expand 2.3% in 2019, compared to 2.9% in the prior year. Elsewhere, the IMF anticipates 2019 GDP growth in the eurozone, U.K. and Japan will be 1.3%, 1.2% and 1.0%, respectively. For comparison
purposes, these economies expanded 1.8%, 1.4% and 0.8%, respectively, in 2018. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2">Against this backdrop, the European Central Bank (the &#147;ECB&#148;) and the Bank of Japan largely maintained their highly accommodative monetary policies. The ECB ended its quantitative easing program in
December 2018 and indicated that it does not expect to raise interest rates, &#147;at least through the first half of 2020.&#148; Meanwhile, after raising rates at its meeting in August 2018, the Bank of England kept rates on hold for the remainder
of the reporting period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">The U.S. Treasury yield curve flattened as
<FONT STYLE="white-space:nowrap">10-year</FONT> Treasury rates declined more than their <FONT STYLE="white-space:nowrap">two-year</FONT> counterparts. In our view, the decrease in longer-term rates was partially due to signs of moderating global
growth, the Fed&#146;s dovish pivot and periods of investor risk aversion. The yield on the benchmark <FONT STYLE="white-space:nowrap">10-year</FONT> U.S. Treasury note was 2.00% at the end of the reporting period, versus 2.85% on June&nbsp;30,
2018. The Bloomberg Barclays Global Treasury Index (USD hedged), which tracks fixed-rate, local-currency government debt of investment grade countries, including both developed and emerging markets, returned 7.56%. Meanwhile, the Bloomberg Barclays
Global Aggregate Credit Index (USD hedged), a widely used index of global investment grade credit bonds, returned 9.40%. Riskier fixed income asset classes, including high yield corporate bonds and emerging market debt, also generated positive
results. The ICE BofAML Developed Markets High Yield Constrained Index (USD hedged), a widely used index of below investment grade bonds, returned 7.89%, whereas emerging market external debt, as represented by the JPMorgan Emerging Markets Bond
Index (EMBI) Global (USD hedged), returned 11.32%. Emerging market local bonds, as represented by the JPMorgan Government Bond Index-Emerging Markets Global Diversified Index (Unhedged), returned 8.99%. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Global equities also produced mixed results. Despite periods of volatility,
U.S. equities moved sharply higher. We believe this rally was driven by a number of factors, including corporate profits that often exceeded expectations and a more accommodative Fed. All told, U.S. equities, as represented by the S&amp;P 500 Index,
returned 10.42%. Emerging </FONT></P>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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market equities, as measured by the MSCI Emerging Markets Index, returned 1.21%, whereas global equities, as represented by the MSCI World Index, returned 6.33%. Meanwhile, Japanese equities, as
represented by the Nikkei 225 Index (in JPY), returned <FONT STYLE="white-space:nowrap">-2.54%</FONT> and European equities, as represented by the MSCI Europe Index (in EUR), returned 4.46%. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Commodity prices fluctuated and generated mixed results. When the reporting period began, Brent crude oil was approximately $79 a
barrel, but by the end, it was roughly $67 a barrel. This was driven in part by increased supply and declining global demand. Elsewhere, gold prices moved higher, whereas copper prices declined. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Finally, there were periods of volatility in the foreign exchange markets, due
in part to signs of moderating global growth and changing central bank monetary policies, along with a number of geopolitical events. The U.S. dollar strengthened against a number of other major currencies. For example, the U.S. dollar returned
2.66% and 3.87% versus the euro and British pound, respectively. However, the U.S. dollar fell 2.70% versus the Japanese yen. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Thank you for the assets you have placed with us. We deeply value your trust, and we will continue to work diligently to meet your broad investment needs.
For any questions regarding your PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds investments, please contact your financial adviser, or call the Funds&#146; shareholder servicing agent at (844)
<FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> We also invite you to visit our website at www.pimco.com to learn more about our global viewpoints. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Sincerely, </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Deborah A. DeCotis</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Eric D. Johnson</FONT></P></TD></TR>
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<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Chair of the Board of Trustees</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="2">President</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:2%"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Past performance is no guarantee
of future results. Unless otherwise noted, index returns reflect the reinvestment of income distributions and capital gains, if any, but do not reflect fees, brokerage commissions or other expenses of investing. It is not possible to invest directly
in an unmanaged index. </FONT></P>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>3</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_2"></A>Important Information About the Funds </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We believe that bond funds have an important role to play in a well-diversified investment
portfolio. It is important to note, however, that in an environment where interest rates may trend upward, rising rates would negatively impact the performance of most bond funds, and fixed-income securities and other instruments held by a Fund are
likely to decrease in value. A wide variety of factors can cause interest rates to rise (e.g., central bank monetary policies, inflation rates, general economic conditions). In addition, changes in interest rates can be sudden and unpredictable, and
there is no guarantee that Fund management will anticipate such movement accurately. A Fund may lose money as a result of movement in interest&nbsp;rates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of the date of this report, interest rates in the U.S. and many parts of the world, including certain European countries, are near
historically low levels. Thus, the Funds currently face a heightened level of interest rate risk, especially as the Federal Reserve Board ended its quantitative easing program in October 2014 and raised interest rates several times thereafter before
lowering them in July 2019. Interest rates may change in the future depending upon the Federal Reserve Board&#146;s view of economic growth, inflation, employment and other market factors. To the extent the Federal Reserve Board raises interest
rates, there is a risk that rates across the financial system may rise. Further, while bond markets have steadily grown over the past three decades, dealer inventories of corporate bonds are near historic lows in relation to market size. As a
result, there has been a significant reduction in the ability of dealers to &#147;make markets.&#148; Bond funds and individual bonds with a longer duration (a measure used to determine the sensitivity of a security&#146;s price to changes in
interest rates) tend to be more sensitive to changes in interest rates, usually making them more volatile than securities or funds with shorter durations. In addition, in the current low interest rate environment, the market price of the Funds&#146;
common shares may be particularly sensitive to changes in interest rates or the perception that there will be a change in interest rates. All of the factors mentioned above, individually or collectively, could lead to increased volatility and/or
lower liquidity in the fixed income markets or negatively impact a Fund&#146;s performance or cause a Fund to incur losses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The use of derivatives may subject the Funds to greater volatility than investments in traditional securities. The Funds may use derivative
instruments for hedging purposes or as part of an investment strategy. Use of these instruments may involve certain costs and risks such as liquidity risk, interest rate risk, market risk, call risk, credit risk, leverage risk, management risk and
the risk that a Fund may not be able to close out a position when it would be most advantageous to do so. Changes in regulation relating to a Fund&#146;s use of derivatives and related instruments could potentially limit or impact a Fund&#146;s
ability to invest in derivatives, limit a Fund&#146;s ability to employ certain strategies that use derivatives and/or adversely affect the value or performance of derivatives and the Fund. Certain derivative transactions may have a
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
leveraging effect on a Fund. For example, a small investment in a derivative instrument may have a significant impact on a Fund&#146;s exposure to interest rates, currency exchange rates or other
investments. As a result, a relatively small price movement in an asset, instrument or component of the index underlying a derivative instrument may cause an immediate and substantial loss or gain, which translates into heightened volatility in a
Fund&#146;s net asset value (&#147;NAV&#148;). A Fund may engage in such transactions regardless of whether the Fund owns the asset, instrument or components of the index underlying the derivative instrument. A Fund may invest a significant portion
of its assets in these types of instruments. If it does, a Fund&#146;s investment exposure could far exceed the value of its portfolio securities and its investment performance could be primarily dependent upon securities it does not&nbsp;own.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund&#146;s (&#147;PGP&#148;) monthly
distributions are expected to include, among other possible sources, interest income from its debt portfolio and payments and premiums (characterized as capital for financial accounting purposes and as ordinary income for tax purposes) generated by
certain types of interest rate derivatives. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Strategies involving interest rate derivatives may attempt to capitalize on differences between short-term and long-term interest rates as
part of PGP&#146;s duration and yield curve active management strategies. For instance, in the event that long-term interest rates are higher than short-term interest rates, the Fund may elect to pay a floating short-term interest rate and to
receive a long-term fixed interest rate for a stipulated period of time, thereby generating payments as a function of the difference between current short-term interest rates and long-term interest rates, so long as the floating short-term interest
rate (which may rise) is lower than the fixed long-term interest&nbsp;rate. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PGP and other Funds may also enter into opposite sides of multiple interest rate swaps or other derivatives with respect to the same underlying reference instrument (e.g., a <FONT
STYLE="white-space:nowrap">10-year</FONT> U.S. treasury) that have different effective dates with respect to interest accrual time periods for the principal purpose of generating distributable gains (characterized as ordinary income for tax
purposes) and that are not part of the Fund&#146;s duration or yield curve management strategies (&#147;paired swap transactions&#148;). In a paired swap transaction, a Fund would generally enter into one or more interest rate swap agreements
whereby the Fund agrees to make regular payments starting at the time the Fund enters into the agreements equal to a floating interest rate in return for payments equal to a fixed interest rate (the &#147;initial leg&#148;). The Fund would also
enter into one or more interest rate swap agreements on the same underlying instrument, but take the opposite position (i.e., in this example, the Fund would make regular payments equal to a fixed interest rate in return for receiving payments equal
to a </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>4</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
floating interest rate) with respect to a contract whereby the payment obligations do not commence until a date following the commencement of the initial leg (the &#147;forward&nbsp;leg&#148;).
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may engage in investment strategies,
including the use of derivatives, to, among other things, seek to generate current, distributable income, even if such strategies could potentially result in declines in the Fund&#146;s NAV. A Fund&#146;s income and gain-generating strategies,
including certain derivatives strategies, may generate current income and gains taxable as ordinary income sufficient to support monthly distributions even in situations when the Fund has experienced a decline in net assets due to, for example,
adverse changes in the broad U.S. or non-U.S. equity markets or the Fund&#146;s debt investments, or arising from its use of derivatives. For instance, a significant portion of PGP&#146;s monthly distributions may be sourced from paired swap
transactions utilized to produce current distributable ordinary income for tax purposes on the initial leg, with a substantial possibility that the Fund will later realize a corresponding capital loss and potential decline in its NAV with respect to
the forward leg (to the extent there are not corresponding offsetting capital gains being generated from other sources). Because some or all of these transactions may generate capital losses without corresponding offsetting capital gains, portions
of a Fund&#146;s distributions recognized as ordinary income for tax purposes (such as from paired swap transactions) may be economically similar to a taxable return of capital when considered together with such capital&nbsp;losses. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PGP&#146;s index option strategy, to the extent utilized, seeks
to generate payments and premiums from writing options that may offset some or all of the capital losses incurred as a result of paired swaps transactions. However, the Fund may use paired swap transactions to support monthly distributions where the
index option strategy does not produce an equivalent amount of offsetting gains, including without limitation when such strategy is not being used to a significant&nbsp;extent. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, gains (if any) generated from the index option
strategy may be offset by the Fund&#146;s realized capital losses, including any available capital loss carryforwards. PGP currently has significant capital loss carryforwards, some of which will expire at particular dates, and to the extent that
the Fund&#146;s capital losses exceed capital gains, the Fund cannot use its capital loss carryforwards to offset capital&nbsp;gains. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The notional exposure of a Fund&#146;s interest rate derivatives may represent a multiple of the Fund&#146;s total net assets. There can be
no assurance a Fund&#146;s strategies involving interest rate derivatives will work as intended and such strategies are subject to the risks related to the use of derivatives generally, as discussed above (see also Notes 6 and 7 in the Notes to
Financial Statements for further discussion on the use of derivative instruments and certain of the risks associated&nbsp;therewith).
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund&#146;s use of leverage creates the opportunity for increased income for the Fund&#146;s
common shareholders, but also creates special risks. Leverage is a speculative technique that may expose a Fund to greater risk and increased costs. If shorter-term interest rates rise relative to the rate of return on a Fund&#146;s portfolio, the
interest and other costs of leverage to the Fund could exceed the rate of return on the debt obligations and other investments held by the Fund, thereby reducing return to the Fund&#146;s common shareholders. In addition, fees and expenses of any
form of leverage used by a Fund will be borne entirely by its common shareholders (and not by preferred shareholders, if any) and will reduce the investment return of the Fund&#146;s common shares. Moreover, to make payments of interest and other
loan costs, a Fund may be forced to sell portfolio securities when it is not otherwise advantageous to do so. In addition, because the fees received by PIMCO are based on the total managed assets or the daily NAV of a Fund (including any assets
attributable to certain types of leverage outstanding), as applicable, PIMCO has a financial incentive for the Funds to use certain forms of leverage, which may create a conflict of interest between PIMCO, on the one hand, and the Funds&#146; common
shareholders, on the other&nbsp;hand. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There can be
no assurance that a Fund&#146;s use of leverage will result in a higher yield on its common shares, and it may result in losses. Leverage creates several major types of risks for a Fund&#146;s common shareholders, including (1)&nbsp;the likelihood
of greater volatility of NAV and market price of the Fund&#146;s common shares, and of the investment return to the Fund&#146;s common shareholders, than a comparable portfolio without leverage; (2)&nbsp;the possibility either that the Fund&#146;s
common share dividends will fall if the interest and other costs of leverage rise, or that dividends paid on the Fund&#146;s common shares will fluctuate because such costs vary over time; and (3)&nbsp;the effects of leverage in a declining market
or a rising interest rate environment, as leverage is likely to cause a greater decline in the NAV of the Fund&#146;s common shares than if the Fund were not leveraged and may result in a greater decline in the market value of the Fund&#146;s
common&nbsp;shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund&#146;s investments in and
exposure to foreign securities involve special risks. For example, the value of these investments may decline in response to unfavorable political and legal developments, unreliable or untimely information or economic and financial instability.
Foreign securities may experience more rapid and extreme changes in value than investments in securities of U.S. issuers. The securities markets of certain foreign countries are relatively small, with a limited number of companies representing a
small number of industries. Issuers of foreign securities are usually not subject to the same degree of regulation as U.S.&nbsp;issuers. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Reporting, accounting, auditing and custody standards of foreign countries differ, in some cases significantly, from U.S. standards. Also,
nationalization, expropriation or other confiscation, currency blockage, </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>5</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Important Information About the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
political changes or diplomatic developments could adversely affect a Fund&#146;s investments in foreign securities. In the event of nationalization, expropriation or other confiscation, a Fund
could lose its entire investment in foreign securities. Investing in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities may entail risk due to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> economic and political
developments; this risk may be increased when investing in emerging markets. For example, if a Fund invests in emerging market debt, it may face increased exposure to interest rate, liquidity, volatility, and redemption risk due to the specific
economic, political, geographical, or legal background of the foreign <FONT STYLE="white-space:nowrap">(non-U.S.)&nbsp;issuer.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to certain securities, the Funds may make different asset class, sector or geographical classifications for the purpose of
monitoring compliance with investment guidelines than the classifications disclosed in this report. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The geographical classification of foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> securities in this report are classified by the country of incorporation of a holding. In certain
instances, a security&#146;s country of incorporation may be different from its country of economic&nbsp;exposure. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The United States presidential administration&#146;s enforcement of tariffs on goods from other countries, with a focus on China, has contributed to international trade tensions and may
impact portfolio&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may have
significant exposure to issuers in the United Kingdom. The United Kingdom&#146;s decision to leave the European Union may impact Fund returns. This decision may cause substantial volatility in foreign exchange markets, lead to weakness in the
exchange rate of the British pound, result in a sustained period of market uncertainty, and destabilize some or all of the other European Union member countries and/or the&nbsp;Eurozone. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may invest in certain instruments that rely in some fashion upon the London Interbank Offered Rate
(&#147;LIBOR&#148;). LIBOR is an average interest rate, determined by the ICE Benchmark Administration, that banks charge one another for the use of short-term money. The United Kingdom&#146;s Financial Conduct Authority, which regulates LIBOR, has
announced plans to phase out the use of LIBOR by the end of 2021. There remains uncertainty regarding future utilization of LIBOR and the nature of any replacement rate, and any potential effects of the transition away from LIBOR on a Fund or on
certain instruments in which a Fund invests are not&nbsp;known. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under the direction of the Federal Housing Finance Agency, the Federal National Mortgage Association (&#147;FNMA&#148;) and the Federal Home Loan Mortgage Corporation (&#147;FHLMC&#148;) have
entered into a joint initiative to develop a common securitization platform for the issuance of a uniform mortgage-backed security (the &#147;Single Security Initiative&#148;) that aligns the characteristics of FNMA and FHLMC certificates. The
Single Security
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Initiative was implemented on June&nbsp;3, 2019, and the effects it may have on the market for mortgage-backed securities are&nbsp;uncertain. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans (including whole loans) are generally
subject to risks similar to those of investments in other types of debt obligations, including, among others, credit risk, interest rate risk, variable and floating rate securities risk, and, as applicable, risks associated with mortgage-related
securities. In addition, in many cases loans are subject to the risks associated with below-investment grade securities. In the case of a loan participation or assignment, a Fund generally has no right to enforce compliance with the terms of the
loan agreement with the borrower. As a result, a Fund may be subject to the credit risk of both the borrower and the lender that is selling the loan agreement. In the event of the insolvency of the lender selling a loan participation, a Fund may be
treated as a general creditor of the lender and may not benefit from any <FONT STYLE="white-space:nowrap">set-off</FONT> between the lender and the borrower. A Fund may be subject to heightened or additional risks and potential liabilities and costs
by investing in mezzanine and other subordinated loans, including those arising under bankruptcy, fraudulent conveyance, equitable subordination, lender liability, environmental and other laws and regulations, and risks and costs associated with
debt servicing and taking foreclosure actions associated with the&nbsp;loans. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Mortgage-related and other asset-backed securities represent interests in &#147;pools&#148; of mortgages or other assets such as consumer loans or receivables held in trust and often involve
risks that are different from or possibly more acute than risks associated with other types of debt instruments. Generally, rising interest rates tend to extend the duration of fixed rate mortgage-related securities, making them more sensitive to
changes in interest rates. As a result, in a period of rising interest rates, if a Fund holds mortgage-related securities, it may exhibit additional volatility since individual mortgage holders are less likely to exercise prepayment options, thereby
putting additional downward pressure on the value of these securities and potentially causing the Fund to lose money. This is known as extension risk. Mortgage-backed securities can be highly sensitive to rising interest rates, such that even small
movements can cause an investing Fund to lose value. Mortgage-backed securities, and in particular those not backed by a government guarantee, are subject to credit risk. In addition, adjustable and fixed rate mortgage-related securities are subject
to prepayment risk. When interest rates decline, borrowers may pay off their mortgages sooner than expected. This can reduce the returns of the Funds because the Funds may have to reinvest that money at the lower prevailing interest rates. The
Funds&#146; investments in other asset-backed securities are subject to risks similar to those associated with mortgage-related securities, as well as additional risks associated with the nature of the assets and the servicing of those assets.
Payment of principal and interest on asset-backed securities may be largely dependent upon the
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>6</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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cash flows generated by the assets backing the securities, and asset-backed securities may not have the benefit of any security interest in the related assets. Additionally, investments in
subordinate mortgage-backed and other asset-backed instruments will be subject to risks arising from delinquencies and foreclosures, thereby exposing a Fund&#146;s investment portfolio to potential losses. Subordinate securities of mortgage-backed
and other asset-backed instruments are also subject to greater credit risk than those mortgage-backed or other asset-backed securities that are more highly&nbsp;rated. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may also invest in the residual or equity tranches of
mortgage-related and other asset-backed instruments, which may be referred to as subordinate mortgage-backed or asset-backed instruments and interest-only mortgage-backed or asset-backed instruments. Subordinate mortgage-backed or asset-backed
instruments are paid interest only to the extent that there are funds available to make payments. To the extent the collateral pool includes a large percentage of delinquent loans, there is a risk that interest payment on subordinate mortgage-backed
or asset-backed instruments will not be fully paid. Investments in subordinate mortgage-backed and other asset-backed instruments may be subject to risks arising from delinquencies and foreclosures, thereby exposing its investment portfolio to
potential losses. Subordinate securities of mortgage-backed and other asset-backed instruments are also subject to greater credit risk than those mortgage-backed or other asset-backed securities that are more highly rated. There are multiple
tranches of mortgage-backed and asset-backed instruments, offering investors various maturity and credit risk characteristics. Tranches are categorized as senior, mezzanine, and subordinated/equity or &#147;first loss,&#148; according to their
degree of risk. The most senior tranche of a mortgage-backed or asset-backed instrument has the greatest collateralization and pays the lowest interest rate. If there are defaults or the collateral otherwise underperforms, scheduled payments to
senior tranches take precedence over those of&nbsp;mezzanine tranches, and scheduled payments to mezzanine tranches take precedence over those to subordinated/equity tranches. Lower tranches represent lower degrees of credit quality and pay higher
interest rates intended to compensate for the attendant risks. The return on the lower tranches is especially sensitive to the rate of defaults in the collateral pool. The lowest tranche (i.e., the &#147;equity&#148; or &#147;residual&#148; tranche)
specifically receives the residual interest payments (i.e., money that is left over after the higher tranches have been paid and expenses of the issuing entities have been paid) rather than a fixed interest rate. Because an investment in the
residual or equity tranche of a mortgage-related or other asset-backed instrument will be the first to bear losses incurred by such instrument, these investments may involve a significantly greater degree of risk than investments in other tranches
of a mortgage-related or other asset-backed&nbsp;instrument.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The risk of investing in collateralized loan obligations (&#147;CLOs&#148;), include
prepayment risk, credit risk, liquidity risk, market risk, structural risk, legal risk and interest rate risk. CLOs may carry additional risks, including, but not limited to: (i)&nbsp;the possibility that distributions from collateral securities
will not be adequate to make interest or other payments; (ii)&nbsp;the quality of the collateral may decline in value or default; (iii)&nbsp;the possibility that the investments in CLOs are subordinate to other classes or tranches thereof; and
(iv)&nbsp;the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or unexpected investment&nbsp;results. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">High-yield bonds (commonly referred to as &#147;junk bonds&#148;) typically have a lower credit rating than other
bonds. Lower-rated bonds generally involve a greater risk to principal than higher-rated bonds. Further, markets for lower-rated bonds are typically less liquid than for higher-rated bonds, and public information is usually less abundant in markets
for lower-rated bonds. Thus, high yield investments increase the chance that a Fund will lose money. PIMCO does not rely solely on credit ratings, and develops its own analysis of issuer credit quality. A Fund may purchase unrated securities (which
are not rated by a rating agency) if PIMCO determines that the security is of comparable quality to a rated security that a Fund may purchase. Unrated securities may be less liquid than comparable rated securities and involve the risk that PIMCO may
not accurately evaluate the security&#146;s comparative credit quality, which could result in a Fund&#146;s portfolio having a higher level of credit and/or high yield risk than PIMCO has estimated or desires for the Fund, and could negatively
impact the Fund&#146;s performance and/or returns. Certain Funds may invest a substantial portion of their assets in unrated securities and therefore may be particularly subject to the associated risks. Analysis of the creditworthiness of issuers of
high yield securities may be more complex than for issuers of higher-quality debt obligations. To the extent that a Fund invests in high yield and/or unrated securities, the Fund&#146;s success in achieving its investment objectives may depend more
heavily on the portfolio manager&#146;s creditworthiness analysis than if the Fund&nbsp;invested exclusively in higher-quality and rated securities. The Funds may hold defaulted securities that may involve special considerations including bankruptcy
proceedings, other regulatory and legal restrictions affecting the Funds&#146; ability to trade, and the availability of prices from independent pricing services or dealer quotations. Defaulted obligations might be repaid only after lengthy workout
or bankruptcy proceedings, during which the issuer might not make any interest or other payments. Defaulted securities are often illiquid and may not be actively traded. Sales of securities in bankrupt companies at an acceptable price may be
difficult and differences compared to the value of the securities used by the Funds could be material. The credit quality of a particular security or group of securities does not ensure the stability or safety of the overall&nbsp;portfolio.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>7</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Important Information About the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Contingent
convertible securities (&#147;CoCos&#148;) are a form of hybrid debt security issued primarily by <FONT STYLE="white-space:nowrap">non-U.S.</FONT> issuers, which have loss absorption mechanisms built into their terms. The risks of investing in CoCos
include, without limitation, the risk that interest payments will be cancelled by the issuer or a regulatory authority, the risk of ranking junior to other creditors in the event of a liquidation or other bankruptcy-related event as a result of
holding subordinated debt, the risk of the Fund&#146;s investment becoming further subordinated as a result of conversion from debt to equity, the risk that the principal amount due can be written down to a lesser amount, and the general risks
applicable to fixed-income investments, including interest rate risk, credit risk, market risk and liquidity risk, any of which could result in losses to the Fund. CoCos may experience a loss absorption mechanism trigger event, which would likely be
the result of, or related to, the deterioration of the issuer&#146;s financial condition (e.g., a decrease in the issuer&#146;s capital ratio) and status as a going concern. In such a case, with respect to CoCos that provide for conversion into
common stock upon the occurrence of the trigger event, the market price of the issuer&#146;s common stock received by the Fund will have likely declined, perhaps substantially, and may continue to decline, which may adversely affect the
Fund&#146;s&nbsp;NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Variable and floating rate
securities generally are less sensitive to interest rate changes but may decline in value if their interest rates do not rise as much, or as quickly, as interest rates in general. Conversely, floating rate securities will not generally increase in
value if interest rates decline. Inverse floating rate securities may decrease in value if interest rates increase. Inverse floating rate securities may also exhibit greater price volatility than a fixed rate obligation with similar credit quality.
When a Fund holds variable or floating rate securities, a decrease (or, in the case of inverse floating rate securities, an increase) in market interest rates will adversely affect the income received from such securities and the NAV of the
Funds&#146;&nbsp;shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The global economic crisis
brought several small countries in Europe to the brink of default and many other economies into recession and weakened the banking and financial sectors of many European countries. For example, the governments of Greece, Spain, Portugal, and the
Republic of Ireland have all experienced large public budget deficits, the effects of which are still yet unknown and may slow the overall recovery of the European economies from the global economic crisis. In addition, due to large public deficits,
some European countries may be dependent on assistance from other European governments and institutions or other central banks or supranational agencies such as the International Monetary Fund. Assistance may be dependent on a country&#146;s
implementation of reforms or reaching a certain level of performance. Failure to reach those objectives or an insufficient level of assistance could result in a deep economic downturn which could significantly affect the value of a Fund&#146;s
European investments. It is
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
possible that one or more Economic and Monetary Union of the European Union member countries could abandon the euro and return to a national currency and/or that the euro will cease to exist as a
single currency in its current form. The exit of any country out of the euro may have an extremely destabilizing effect on other eurozone countries and their economies and a negative effect on the global economy as a whole. Such an exit by one
country may also increase the possibility that additional countries may exit the euro should they face similar financial difficulties. In June 2016, the United Kingdom approved a referendum to leave the European Union. Significant uncertainty
remains in the market regarding the ramifications of that development, and the range and potential implications of possible political, regulatory, economic and market outcomes are difficult to&nbsp;predict. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain Funds may make investments in debt instruments and other
securities or instruments directly or through one or more direct or indirect fully owned subsidiaries formed by the Fund (each, a &#147;Subsidiary&#148;). A Subsidiary may invest, for example, in whole loans or in shares, certificates, notes or
other securities representing the right to receive principal and interest payments due on fractions of whole loans or pools of whole loans, or any other security or other instrument that the parent Fund may hold directly. References herein to a Fund
include references to a Subsidiary in respect of the Fund&#146;s investment exposure. The allocation of a Fund&#146;s portfolio in a Subsidiary will vary over time and might not always include all of the different types of investments described
herein. By investing through its Subsidiaries, a Fund is exposed to the risks associated with the Subsidiaries&#146; investments. The Subsidiaries are not registered as investment companies under the Investment Company Act of 1940, as amended, and
the rules and regulations thereunder (the &#147;Act&#148;) and are not subject to all of the investor protections of the Act, although each Subsidiary is managed pursuant to the compliance policies and procedures of the Fund applicable to it.
Changes in the laws of the United States and/or the jurisdiction in which a Subsidiary is organized could result in the inability of certain Funds and/or their Subsidiaries to operate as described in this report and could adversely affect
the&nbsp;Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain Funds may acquire
residential mortgage loans and unsecured consumer loans through a Subsidiary. Subsidiaries directly holding a beneficial interest in loans will be formed as domestic common law or statutory trusts with a federally chartered bank serving as trustee.
Each such Subsidiary will hold the beneficial interests of loans and the federally chartered bank acting as trustee will hold legal title to the loans for the benefit of the Subsidiary and/or the trust&#146;s beneficial owners (i.e., a Fund or its
Subsidiary). State licensing laws typically exempt federally chartered banks from their licensing requirements, and federally chartered banks may also benefit from federal preemption of state laws, including any licensing requirements. The use of
common </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>8</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
law or statutory trusts with a federally chartered bank serving as trustee is intended to address any state licensing requirements that may be applicable to purchasers or holders of loans,
including state licensing requirements related to foreclosure. The Funds believe that such Subsidiaries will not be treated as associations or publicly traded partnerships taxable as corporations for U.S. federal income tax purposes, and that
therefore, the Subsidiaries will not be subject to U.S. federal income tax at the subsidiary level. Investments in residential mortgage loans or unsecured consumer loans through entities that are not so treated can potentially be limited by a
Fund&#146;s intention to qualify as a regulated investment company, and limit the Fund&#146;s ability to qualify as&nbsp;such. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a Fund or its Subsidiary is required to be licensed in any particular jurisdiction in order to acquire, hold, dispose or foreclose loans,
obtaining the required license may not be viable (because, for example, it is not possible or practical) and the Fund or its Subsidiary may be unable to restructure its holdings to address the licensing requirement. In that case, a Fund or its
Subsidiary may be forced to cease activities involving the affected loans, or may be forced to sell such loans. If a state regulator or court were to determine that a Fund or its Subsidiary acquired, held or foreclosed a loan without a required
state license, the Fund or its Subsidiary could be subject to penalties or other sanctions, prohibited or restricted in its ability to enforce its rights under the loan, or subject to litigation risk or other losses or&nbsp;damages. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As the use of technology has become more prevalent in the course
of business, the Funds have become potentially more susceptible to operational and information security risks resulting from breaches in cyber security. A breach in cyber security refers to both intentional and unintentional cyber events that may,
among other things, cause a Fund to lose proprietary information, suffer data corruption and/or destruction or lose operational capacity, result in the unauthorized release or other misuse of confidential information, or otherwise disrupt normal
business operations. Cyber security breaches may involve unauthorized access to a Fund&#146;s digital information systems (e.g., through &#147;hacking&#148; or malicious software coding), but may also result from outside attacks such as <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">denial-of-service</FONT></FONT> attacks (i.e., efforts to make network services unavailable to intended users). In addition, cyber security breaches involving a Fund&#146;s third party
service providers (including but not limited to advisers, <FONT STYLE="white-space:nowrap">sub-advisers,</FONT> administrators, transfer agents,&nbsp;custodians, distributors and other third parties), trading counterparties or issuers in which a
Fund invests can also subject a Fund to many of the same risks associated with direct cyber security breaches. Moreover, cyber security breaches involving trading counterparties or issuers in which a Fund invests could adversely impact such
counterparties or issuers and cause the Fund&#146;s investment to lose&nbsp;value.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Cyber security failures or breaches may result in financial losses to a Fund and its
shareholders. These failures or breaches may also result in disruptions to business operations, potentially resulting in financial losses; interference with a Fund&#146;s ability to calculate its NAV, process shareholder transactions or otherwise
transact business with shareholders; impediments to trading; violations of applicable privacy and other laws; regulatory fines; penalties; reputational damage; reimbursement or other compensation costs; additional compliance and cyber security risk
management costs and other adverse consequences. In addition, substantial costs may be incurred in order to prevent any cyber incidents in the&nbsp;future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Like with operational risk in general, the Funds have established business continuity plans and risk management systems designed to reduce
the risks associated with cyber security. However, there are inherent limitations in these plans and systems, including that certain risks may not have been identified, in large part because different or unknown threats may emerge in the future. As
such, there is no guarantee that such efforts will succeed, especially because the Funds do not directly control the cyber security systems of issuers in which a Fund may invest, trading counterparties or third party service providers to the Funds.
There is also a risk that cyber security breaches may not be detected. The Funds and their shareholders could be negatively impacted as a&nbsp;result. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may invest in securities and instruments that are economically tied to Russia. Investments in Russia are subject to various risks
such as political, economic, legal, market and currency risks. The risks include uncertain political and economic policies, <FONT STYLE="white-space:nowrap">short-term</FONT> market volatility, poor accounting standards, corruption and crime, an
inadequate regulatory system, and unpredictable taxation. Investments in Russia are particularly subject to the risk that economic sanctions may be imposed by the United States and/or other countries. Such sanctions &#151; which may impact companies
in many sectors, including energy, financial services and defense, among others &#151; may negatively impact the Funds&#146; performance and/or ability to achieve their investment objectives. The Russian securities market is characterized by limited
volume of trading, resulting in difficulty in obtaining accurate prices. The Russian securities market, as compared to U.S. markets, has significant price volatility, less liquidity, a smaller market capitalization and a smaller number of traded
securities. There may be little publicly available information about issuers. Settlement, clearing and registration of securities transactions are subject to risks because of registration systems that may not be subject to effective government
supervision. This may result in significant delays or problems in registering the transfer of securities. Russian securities laws may not recognize foreign nominee accounts held with a custodian bank, and therefore the custodian may be considered
the ultimate owner of securities they hold for their clients. Ownership of securities issued by
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>9</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Important Information About the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Russian companies is recorded by companies themselves and by registrars instead of through a central registration system. It is possible that the ownership rights of the Funds could be lost
through fraud or negligence. While applicable Russian regulations impose liability on registrars for losses resulting from their errors, it may be difficult for the Funds to enforce any rights they may have against the registrar or issuer of the
securities in the event of loss of share registration. Adverse currency exchange rates are a risk and there may be a lack of available currency hedging instruments. Investments in Russia may be subject to the risk of nationalization or expropriation
of assets. Oil, natural gas, metals, and timber account for a significant portion of Russia&#146;s exports, leaving the country vulnerable to swings in world&nbsp;prices. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The common shares of the Funds trade on the New York Stock
Exchange. As with any stock, the price of a Fund&#146;s common shares will fluctuate with market conditions and other factors. If you sell your common shares of a Fund, the price received may be more or less than your original&nbsp;investment.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Shares of closed-end investment management
companies, such as the Funds, frequently trade at a discount from their NAV and may trade at a price that is less than the initial offering price and/or the NAV of such shares. Further, if a Fund&#146;s shares trade at a price that is more than the
initial offering price and/or the NAV of such shares, including at a substantial premium and/or for an extended period of time, there is no assurance that any such premium will be sustained for any period of time and will not decrease, or that the
shares will not trade at a discount to NAV&nbsp;thereafter. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may be subject to various risks, including, but not limited to, the following: asset allocation risk, credit risk, stressed securities risk, distressed and defaulted securities
risk, corporate bond risk, contingent convertible securities risk, high yield risk, market risk, issuer risk, liquidity risk, equity securities and related market risk, mortgage-related and other asset-backed securities risk, extension risk,
prepayment risk, privately issued mortgage-related securities risk, mortgage market/ subprime risk, foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investment risk, emerging markets risk, currency risk, redenomination risk, <FONT
STYLE="white-space:nowrap">non-diversification</FONT> risk, management risk, municipal bond risk, inflation-indexed security risk, senior debt risk, loans, participations and assignments risk, reinvestment risk, real estate risk, U.S. Government
securities risk, foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> government securities risk, valuation risk, segregation and cover risk, focused investment risk, credit default swaps risk, event-linked securities risk, counterparty risk,
preferred securities risk, confidential information access risk, other investment companies risk, private placements risk, inflation/deflation risk, risk of regulatory changes, regulatory risk &#151; commodity pool
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
operator, tax risk, recent economic conditions risk, market disruptions and geopolitical risk, potential conflicts of interest involving allocation of investment opportunities, repurchase
agreements risk, securities lending risk, <FONT STYLE="white-space:nowrap">zero-coupon</FONT> bond and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">payment-in-kind</FONT></FONT> securities risk, portfolio turnover risk, smaller
company risk, short sale risk, convertible securities risk, mortgage-related and other asset-backed securities risk, synthetic convertible securities risk, market discount risk, interest rate risk, call risk, loan origination risk, foreign loan
originations risk, platform risk, leverage risk, derivatives risk, Rule&nbsp;144A securities risk, subsidiary risk, structured investments risk, collateralized loan obligations risk, operational risk and cybersecurity risk. A description of certain
of these risks is available in the Notes to Financial Statements of this&nbsp;report. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On each Fund Summary page in this Shareholder Report, the Average Annual Total Return table measures performance assuming that all dividend and capital gain distributions were reinvested.
Total return is calculated by determining the percentage change in NAV or market price (as applicable) in the specified period. Returns do not reflect the deduction of taxes that a shareholder would pay on Fund distributions. Total return for a
period of more than one year represents the average annual total return. Performance at market price will differ from results at NAV. Although market price returns tend to reflect investment results over time, during shorter periods returns at
market price can also be influenced by factors such as changing views about a Fund, market conditions, supply and demand for the Fund&#146;s shares, or changes in the Fund&#146;s dividends. Performance shown is net of fees and&nbsp;expenses.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following table discloses the commencement of
operations and diversification status of each&nbsp;Fund: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commencement<BR>of&nbsp;Operations</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Diversification<BR>Status</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">09/02/93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">05/31/05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11/30/07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">02/24/94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">01/31/13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">05/30/12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Diversified</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An investment in a Fund is not a
deposit of a bank and is not guaranteed or insured by the Federal Deposit Insurance Corporation or any other government agency. It is possible to lose money on investments in the&nbsp;Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees/Directors</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> are responsible generally for overseeing the management of the Funds. The Trustees authorize the Funds to
enter into service agreements with the Investment Manager and other service
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="line-height:8px;margin-top:0px;margin-bottom:2px;border-bottom:0.5pt solid #000000;width:11%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Hereinafter, the terms &#147;Trustee&#148; or &#147;Trustees&#148; used herein shall refer to a Director or Directors of
applicable&nbsp;Funds. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>10</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
providers in order to provide, and in some cases authorize service providers to procure through other parties, necessary or desirable services on behalf of the Funds. Shareholders are not parties
to or third-party beneficiaries of such service agreements. Neither a Fund&#146;s original or any subsequent prospectus or Statement of Additional Information (&#147;SAI&#148;), any press release or shareholder report, any contracts filed as
exhibits to a Fund&#146;s registration statement, nor any other communications, disclosure documents or regulatory filings from or on behalf of a Fund creates a contract between or among any shareholders of a Fund, on the one hand, and the Fund, a
service provider to the Fund, and/or the Trustees or officers of the Fund, on the other&nbsp;hand. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees (or the Funds and their officers, service providers or other delegates acting under authority of the Trustees) may amend its most recent or use a new prospectus or SAI with
respect to a Fund, adopt and disclose new or amended policies and other changes in press releases and shareholder reports and/or amend, file and/or issue any other communications, disclosure documents or regulatory filings, and may amend or enter
into any contracts to which a Fund is a party, and interpret the investment objective(s), policies, restrictions and contractual provisions applicable to any Fund, without shareholder input or approval, except in circumstances in which shareholder
approval is specifically required by law (such as changes to fundamental investment policies) or where a shareholder approval requirement was specifically disclosed in a Fund&#146;s prospectus, SAI or shareholder report and is otherwise still
in&nbsp;effect. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO has adopted written proxy
voting policies and procedures (&#147;Proxy Policy&#148;) as required by Rule <FONT STYLE="white-space:nowrap">206(4)-6</FONT> under the Investment Advisers Act of 1940. The Proxy Policy has been adopted by the Funds as the policies and procedures
that PIMCO will use when voting proxies on behalf of the Funds. A description of the policies and procedures that PIMCO uses to vote proxies relating to portfolio securities of each Fund, and information about how each Fund voted proxies relating to
portfolio securities held during the most recent twelve-month period ended June&nbsp;30, are available without charge, upon request, by calling the Funds at (844) <FONT STYLE="white-space:nowrap">33-PIMCO,</FONT> on the Funds&#146; website at
www.pimco.com, and on the Securities and Exchange Commission&#146;s (&#147;SEC&#148;) website at&nbsp;www.sec.gov. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund files a complete schedule of its portfolio holdings with the SEC for the first and third quarters of its fiscal year on Form N-PORT. Each Fund&#146;s Form N-PORT reports are
available on the SEC&#146;s website at www.sec.gov and are available without charge, upon request by calling the Funds at (844) 33-PIMCO. Prior to its use of Form N-PORT, each Fund filed its complete schedule of its portfolio holdings with the SEC
on Form&nbsp;N-Q, which is available online at&nbsp;www.sec.gov.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The SEC adopted a rule that, beginning in 2021, generally will allow shareholder reports to be
delivered to investors by providing access to such reports online free of charge and by mailing a notice that the report is electronically available. Pursuant to the rule, investors may still elect to receive a complete shareholder report in the
mail. Instructions for electing to receive paper copies of a Fund&#146;s shareholder reports going forward may be found on the front cover of this&nbsp;report.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>11</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_27"></A>PCM Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="86%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at&nbsp;value. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$11.32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.09%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.48%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.42%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of Operations<BR>(09/02/93)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.26%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.31%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.21%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.22%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.59%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.90%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17.60%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.34%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund&nbsp;shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each&nbsp;January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective&nbsp;Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.&#146;s primary investment objective is to
achieve high current income. Capital gains from the disposition of investments are a secondary objective of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance during the reporting period: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Long exposure to the intermediate portion of the U.S. yield curve contributed to absolute performance, as U.S. interest rates decreased.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to commercial mortgage-backed securities (&#147;MBS&#148;) contributed to absolute performance, as the asset class posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select special situations corporate debt contributed to absolute performance, as select securities posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select asset-backed securities detracted from absolute performance, as select securities posted negative returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select <FONT STYLE="white-space:nowrap">non-agency</FONT> residential MBS detracted from absolute performance, as select securities posted
negative returns. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>12</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_28"></A>PIMCO Global StocksPLUS<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PGP</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Municipal Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$12.47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$9.89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.09%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.04%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.40%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="57%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(05/31/05)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7.41)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.26)%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.08%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.86%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.43%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.67%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.15%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP> &amp; Income Fund&#146;s primary investment objective is to seek total return comprised of current income, current gains and
long-term capital appreciation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at
NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance during the reporting period:
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The Fund&#146;s exposure to equity index derivatives linked to the S&amp;P 500 Index contributed to absolute returns, as the S&amp;P&nbsp;500 Index
returned 10.42%. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The Fund&#146;s exposure to equity index derivatives linked to the MSCI EAFE Index contributed to absolute returns, as the MSCI EAFE Index returned 1.08%
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">A defensive options strategy involving written calls and purchased puts on the S&amp;P 500 Index detracted from absolute performance, as the S&amp;P 500
Index returned 10.42%. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. duration strategies contributed to performance, as yields broadly decreased. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Holdings of high yield corporate debt contributed to returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Positions in non-agency mortgage-backed securities contributed to performance, as&nbsp;these securities generated positive total&nbsp;returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to the Argentine peso detracted from returns, as the currency depreciated against the U.S. dollar. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>13</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_29"></A>PIMCO Income Opportunity Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="85%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PKO</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.5%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="85%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$27.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$24.83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.18%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.41%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.18%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="57%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(11/30/07)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.30%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.57%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.23%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.54%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.41%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.60%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.38%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of
fees and expenses. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund&#146;s investment objective
is to seek current income as a primary focus and also capital appreciation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT
STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The
following affected performance during the reporting period: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Long exposure to the intermediate portion of the U.S. yield curve contributed to absolute performance, as U.S. interest rates decreased.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to corporate credit and securitized credit contributed to absolute performance, as the asset classes posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to local Argentina emerging market debt detracted from absolute performance, as the sector declined. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select student loan asset-backed securities detracted from absolute performance, as select securities posted negative returns.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>14</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_30"></A>PIMCO Strategic Income Fund, Inc. </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="10%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="84%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>RCS</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">62.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.6%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.7%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.4%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$7.12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36.38%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.56%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.31%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="17"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="16"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(02/24/94)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.61%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.13%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.46%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.38%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.90%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.55%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.62%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of fees and expenses. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund&nbsp;shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each&nbsp;January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective&nbsp;Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The primary investment objective of PIMCO Strategic Income
Fund, Inc. is to generate a level of income that is higher than that generated by high quality, intermediate-term U.S. debt securities. The Fund also seeks capital appreciation to the extent consistent with this&nbsp;objective. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance during the reporting period: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Long exposure to the intermediate portion of the U.S. yield curve contributed to absolute performance, as U.S. interest rates decreased.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to commercial mortgage-backed securities (&#147;MBS&#148;) contributed to absolute performance, as the asset class posted positive returns during
the reporting period. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select special situations corporate debt contributed to absolute performance, as select securities posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to agency MBS detracted from absolute performance, as spreads widened for select agency MBS positions. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to local Argentina emerging market debt detracted from absolute performance, as the sector declined. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>15</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_31"></A>PIMCO Dynamic Credit and Mortgage Income Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD WIDTH="83%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCI</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Preferred Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Real Estate Investment Trusts</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.0%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="85%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$23.89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$23.58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.31%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.24%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.35%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">46%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="68%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5&nbsp;Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(01/31/13)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.21%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.60%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.13%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.77%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.46%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.12%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of fees and expenses. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (ROC) of your investment in the Fund. Because the distribution rate may include a ROC, it should
not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the Fund will
notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition of
distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund&#146;s
primary investment objective is to seek current income and capital appreciation as a secondary objective. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The following affected performance during the reporting period: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Long exposure to the intermediate portion of the U.S. yield curve contributed to absolute performance, as U.S. interest rates decreased.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to corporate credit and securitized credit contributed to absolute performance, as the asset classes posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select student loan asset-backed securities detracted from absolute performance, as select securities posted negative returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to local Argentina emerging market debt detracted from absolute performance, as the sector posted negative returns. </FONT></P></TD></TR></TABLE>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>16</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"><B><A NAME="tx771238_32"></A>PIMCO Dynamic Income Fund </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="40%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="10%"></TD>

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD WIDTH="83%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Symbol&nbsp;on&nbsp;NYSE&nbsp;-&nbsp;
</FONT></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PDI</B></FONT></TD></TR></TABLE></DIV>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Allocation Breakdown as of 06/30/2019</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;
</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="86%"></TD>

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


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Asset-Backed Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Corporate Bonds&nbsp;&amp; Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.9%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Loan Participations and Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.8%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sovereign Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Short-Term Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">U.S. Government Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.3%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.1%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.2%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">% of Investments, at value. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD WIDTH="8" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#167;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Allocation Breakdown and % of investments exclude securities sold short and financial derivative instruments, if&nbsp;any.
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:4px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2">Fund Information (as of June&nbsp;30, 2019)</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2"> </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="84%"></TD>

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

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$32.15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Premium/(Discount) to NAV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.64%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.23%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV Distribution Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.35%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Effective
Leverage<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="68%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Average Annual Total Return</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2"> for the period ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5 Year</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Commencement<BR>of&nbsp;Operations<BR>(05/30/12)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Market Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.03%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.90%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17.17%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">NAV</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.16%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.65%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.11%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">All Fund returns are net of fees and expenses. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Performance quoted represents past performance. Past performance is not a guarantee or a reliable indicator of future results. Current
performance may be lower or higher than performance shown. Investment return and the principal value of an investment will fluctuate. Returns shown do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale
of Fund shares. Total return, market price, NAV, market price distribution rate, and NAV distribution rate will fluctuate with changes in market conditions. Performance current to the most recent <FONT STYLE="white-space:nowrap">month-end</FONT> is
available at www.pimco.com or via (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> Performance is calculated assuming all dividends and distributions are reinvested at prices obtained under the Fund&#146;s dividend reinvestment plan.
Performance does not reflect any brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Distribution rates are not performance and are calculated by annualizing the most recent distribution per share and dividing by the NAV or
Market Price, as applicable, as of the reported date. Distributions may be comprised of ordinary income, net capital gains, and/or a return of capital (&#147;ROC&#148;) of your investment in the Fund. Because the distribution rate may include a ROC,
it should not be confused with yield or income. If the Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in accordance with its policies and good accounting practices, the
Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. Please refer to the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition
of distributions. Please visit www.pimco.com for most recent Section&nbsp;19 Notice, if applicable. Final determination of a distribution&#146;s tax character will be made on Form 1099 DIV sent to shareholders each January.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents total effective leverage outstanding, as a percentage of total managed assets. Total effective leverage consists of preferred
shares, reverse repurchase agreements and other borrowings, credit default swap notional and floating rate notes issued in tender option bond transactions, as applicable (collectively &#147;Total Effective Leverage&#148;). The Fund may engage in
other transactions not included in Total Effective Leverage disclosed above that may give rise to a form of leverage, including certain derivative transactions. For the purpose of calculating Total Effective Leverage outstanding as a percentage of
total managed assets, total managed assets refer to total assets (including assets attributable to Total Effective Leverage that may be outstanding) minus accrued liabilities (other than liabilities representing Total Effective Leverage).
</FONT></P></TD></TR></TABLE> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="2">Investment Objective and Strategy
Overview </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund&#146;s primary investment
objective is to seek current income, and capital appreciation is a secondary objective. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; text-indent:0%"><FONT
STYLE="font-family:Arial Narrow" SIZE="2">Fund Insights at NAV </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">The
following affected performance during the reporting period: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Long exposure to the intermediate portion of the U.S. yield curve contributed to absolute performance, as U.S. interest rates decreased.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to securitized credit contributed to absolute performance, as the asset class posted positive returns. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select special situations corporate debt contributed to absolute performance, as select securities posted positive returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to select student loan asset-backed securities detracted from absolute performance, as select securities posted negative returns.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="1%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&raquo;</FONT></FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exposure to local Argentina emerging market debt detracted from absolute performance, as the sector posted negative returns. </FONT></P></TD></TR></TABLE>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>17</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_3"></A>Financial Highlights </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="55%"></TD>

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Operations</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Less
Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Selected Per Share Data for the Year or Period Ended^:</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset<BR>Value<BR>Beginning<BR>of Year<BR>or&nbsp;Period</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Investment<BR>Income<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Realized/<BR>Unrealized<BR>Gain&nbsp;(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>From&nbsp;Net<BR>Investment<BR>Income</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>From&nbsp;Net<BR>Realized<BR>Capital<BR>Gains</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Tax&nbsp;Basis<BR>Return&nbsp;of<BR>Capital</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;10.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">01/01/2015 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12/31/2014</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global
StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.50</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.67</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.02</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">04/01/2015 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">03/31/2015</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Income Opportunity Fund</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.51</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11/01/2014 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(g)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10/31/2014</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.67</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Strategic Income Fund, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.86</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.70</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">02/01/2015 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(h)</SUP><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">01/31/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.02</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.02</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Credit and Mortgage Income Fund (Consolidated)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.62</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.46</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">01/01/2015 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12/31/2014</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.04</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Income Fund (Consolidated)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2019</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2018</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2017</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">06/30/2016</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.42</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">04/01/2015 -
06/30/2015<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:3.00em; text-indent:-1.50em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">03/31/2015</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than $0.01 or 0.01%. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annualized </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Per share amounts based on average number of shares outstanding during the year or period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151;- Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(c)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total investment return is calculated assuming a purchase of a share at the market price on the first day and a sale of a share at the
market price on the last day of each year reported. Dividends and distributions, if any, are assumed, for purposes of this calculation, to be reinvested at prices obtained under the Funds&#146; dividend reinvestment plan. Total investment return
does not reflect brokerage commissions in connection with the purchase or sale of Fund shares. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(d)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Ratio includes interest expense primarily relates to participation in borrowing and financing transactions. See Note 5, Borrowings and
Other Financing Transactions, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(e)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fiscal year end changed from December 31<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">st</SUP> to June 30<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">th</SUP>. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(f)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fiscal year end changed from March 31<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">st</SUP> to June 30<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">th</SUP>. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(g)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fiscal year end changed from October 31<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">st</SUP> to June 30<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">th</SUP>. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(h)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fiscal year end changed from January 31<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">st</SUP> to June 30<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">th</SUP>. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(i)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total distributions for the period ended June&nbsp;30, 2015 may be lower than prior fiscal years due to fiscal year end changes resulting
in a reduction of the amount of days in the period ended June&nbsp;30, 2015. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(j)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">See Note 2, Distributions &#151; Common Shares, in the Notes to Financial Statements for more information regarding certain prior year
values. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD></TD></TR>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>18</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

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<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="26" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ratios/Supplemental Data</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ratios to Average Net Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase<BR>resulting&nbsp;
from<BR><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT><BR>offering</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Offering<BR>Cost<BR>Charged&nbsp;to<BR>Paid&nbsp;in&nbsp;Capital</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset<BR>Value&nbsp;End&nbsp;of<BR>Year or<BR>Period</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Price<BR>End&nbsp;of&nbsp;Year<BR>or&nbsp;Period</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Investment<BR>Return<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(c)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Assets<BR>End&nbsp;of&nbsp;Year&nbsp;or<BR>Period&nbsp;(000s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(d)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Waivers<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(d)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses<BR>Excluding<BR>Interest<BR>Expense&nbsp;and<BR>Waivers</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Investment<BR>Income&nbsp;(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Portfolio<BR>Turnover<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


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<TD HEIGHT="5" COLSPAN="3"></TD>
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<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;11.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.45</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">117,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.81</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">112,099</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1.28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">123,235</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">123,633</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.47</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.37</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.50</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.48</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.84</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18.40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">119,538</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.76</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19.53</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">103,627</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.88</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">135,468</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.82</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.05</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">134,594</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.55</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">379,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">378,706</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">338,292</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.73</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.99</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">388,353</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.79</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.93</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">424,632</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.44</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">175</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">655</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">314,540</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">329,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.52</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">332,051</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.27</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5.81</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">357,692</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.16</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5.92</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">355,942</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,257,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,144,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.80</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.09</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.43</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19.13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.69</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,804,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,155,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.63</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.71</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20.65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,132,146</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.91</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32.15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12.03</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.96</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.70</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15.54</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,575,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.32</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.07</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,372,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.14</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26.56</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.75</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,222,499</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.60</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13.67</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31.38</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29.21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,426,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.01</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.23</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">*&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="3"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30.74</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29.00</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.04</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,397,987</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>19</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_4"></A>Statements of Assets and Liabilities </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>, except per share amounts)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income<BR>Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Assets:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Investments, at value</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;191,622</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;192,879</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;609,571</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,026,376</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">240</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,581</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">302</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,197</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,959</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,984</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,589</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency, at value</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">483</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,167</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">472</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for TBA investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">68,346</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">489,361</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for Fund shares sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">94</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,035</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,949</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,661</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,649</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">172</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">193,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">273,903</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">627,451</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,537,682</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liabilities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Borrowings&nbsp;&amp; Other Financing Transactions</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">71,720</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">51,401</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">199,002</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">220,960</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">61</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">817</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">648</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">384</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">667</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,943</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,741</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,033</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,026</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">518</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for TBA investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">106,683</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">995,125</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,875</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,420</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,063</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributions payable to common shareholders</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">928</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,124</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,659</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">513</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">130</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">134</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">487</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">225</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Liabilities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">75,757</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">166,341</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">217,374</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,228,395</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Consist of:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Par value^</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Paid in capital in excess of par</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">110,992</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">135,151</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">382,572</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">351,869</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributable earnings (accumulated loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,177</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(27,589</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,505</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(42,582</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Shares Outstanding</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,598</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,879</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16,515</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Value Per Common Share</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10.19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24.83</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.12</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">181,694</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">192,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">581,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,012,899</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of foreign currency held</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">480</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,261</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,599</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost or premiums of financial derivative instruments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">211</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,629</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,480</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(691</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Includes repurchase agreements of:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,459</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,973</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28,263</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">($0.001 per share), ($0.00001 per share), ($0.00001 per share), ($0.00001 per share) </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>20</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_5"></A>Consolidated Statements of Assets and Liabilities </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30, 2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>, except per share amounts)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Assets:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Investments, at value</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;5,934,823</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;2,680,804</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">210</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">65,722</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28,624</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency, at value</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,654</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,186</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">54,622</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">24,607</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,084,030</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,743,603</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liabilities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Borrowings&nbsp;&amp; Other Financing Transactions</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,714,602</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,060,687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Financial Derivative Instruments</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,343</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,572</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,828</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">76,174</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,321</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributions payable to common shareholders</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22,578</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">130</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">214</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">106</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Liabilities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,839,060</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,140,235</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Consist of:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Par value^</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Paid in capital in excess of par</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,283,633</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,424,130</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Distributable earnings (accumulated loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(38,664</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">179,237</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Shares Outstanding</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">137,619</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">56,676</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Asset Value Per Common Share</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,761,653</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,486,114</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,639</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost of foreign currency held</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,616</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,517</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cost or premiums of financial derivative instruments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(24,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Includes repurchase agreements of:</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">160,790</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">68,172</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">^</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">($0.00001 per share) </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>21</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_6"></A>Statements of Operations </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income<BR>Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Income<BR>Opportunity<BR>Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic<BR>Income&nbsp;Fund,<BR>Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Income:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest, net of foreign taxes*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,732</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,417</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41,331</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35,277</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Dividends</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">159</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">442</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">507</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Income</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,859</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42,587</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">35,784</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,618</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,908</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,916</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Trustee fees and related expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,251</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,176</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,265</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,814</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Miscellaneous expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,893</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,807</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,254</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,761</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment Income (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,998</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;12,052</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31,333</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,023</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,156</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,882</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,443</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">463</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,844</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,306</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7,090</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,315</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,172</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(253</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(401</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,142</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,169</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(18,762</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(312</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,885</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,768</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,061</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(13,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(841</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,270</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;10,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;36,232</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,409</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Foreign tax withholdings</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>22</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_7"></A>Consolidated Statements of Operations </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Investment Income:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest, net of foreign taxes*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;398,262</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;213,579</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Dividends</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,196</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,741</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Income</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">406,458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">216,320</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expenses:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">66,994</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">29,755</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Trustee fees and related expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">353</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">173</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">80,361</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,796</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Miscellaneous expense</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">128</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Total Expenses</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">147,836</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">62,757</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Investment Income (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">258,622</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">153,563</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22,245</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,988</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,631</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,684</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">56,091</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,896</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,544</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,138</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Realized Gain (Loss)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,423</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40,430</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation):</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(45,910</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(46,626</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,985</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,626</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,091</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in Unrealized Appreciation (Depreciation)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(44,936</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(62,612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">297,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">131,381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Foreign tax withholdings</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>23</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_8"></A>Statements of Changes in Net Assets </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase (Decrease) in Net Assets from:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net investment income (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,998</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,158</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,052</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,727</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net realized gain (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,142</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net change in unrealized appreciation (depreciation)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,808</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7,188</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,271</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,719</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributions to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">From net investment income and/or net realized capital gains*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,341</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,394</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax basis return of capital</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,915</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Distributions to Common Shareholders<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,341</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(14,941</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17,309</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share Transactions**:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">At-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net increase (decrease) resulting from common share transactions</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,256</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total increase (decrease) in net assets applicable to common
shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(331</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,642</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">118,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">117,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">119,538</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;118,181</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;118,512</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;107,562</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;113,204</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>** Common Share Transactions:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in common shares outstanding</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">85</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">See Note 2, New Accounting Pronouncements, in the Notes to Financial Statements for more information.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151; Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">See Note 2, Distributions &#151; Common Shares, in the Notes to Financial Statements for more information regarding certain prior year
values. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>24</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

<TD VALIGN="bottom" WIDTH="16%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>PIMCO<BR>Income Opportunity Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Strategic Income Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2018<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(b)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5" COLSPAN="3"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">31,333</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,852</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,023</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,874</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,169</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,410</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(18,762</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,833</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,270</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,591</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(29,935</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,232</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,671</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,409</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,772</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(34,421</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26,420</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(36,951</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,531</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(34,421</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(35,951</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(36,951</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">33,003</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,141</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,422</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,046</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,123</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,422</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,046</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,699</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">672</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,253</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,133</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">379,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">378,706</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">314,540</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">329,673</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;410,077</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;379,378</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;309,287</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;314,540</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">125</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">451</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">95</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">458</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">451</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>25</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_9"></A>Consolidated Statements of Changes in Net Assets </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic Credit and<BR>Mortgage Income Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic Income Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD>
<TD HEIGHT="8" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year Ended<BR>June&nbsp;30,&nbsp;2019</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Increase (Decrease) in Net Assets from:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Operations:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net investment income (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">258,622</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">268,053</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">153,563</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">149,825</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net realized gain (loss)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,423</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,283</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">40,430</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net change in unrealized appreciation (depreciation)</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(44,936</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">100,860</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(62,612</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,049</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Net Assets Resulting from Operations</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">297,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">383,196</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">131,381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">157,168</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributions to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">From net investment income and/or net realized capital gains*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(270,155</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(134,192</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Tax basis return of capital</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total Distributions to Common Shareholders<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(270,155</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(134,192</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Common Share Transactions**:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">54,997</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">166,334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">At-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(104</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,243</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">18,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,643</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net increase (decrease) resulting from common share transactions</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,243</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">73,402</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">179,873</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total increase (decrease) in net assets applicable to common
shareholders</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,225</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">113,041</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">202,849</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets Applicable to Common Shareholders:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,257,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,144,154</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,575,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,372,674</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;3,244,970</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;3,257,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,603,368</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,575,523</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>** Common Share Transactions:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,702</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,434</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Shares issued as reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">398</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">613</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">467</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in common shares outstanding</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">398</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,315</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,901</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">See Note 2, New Accounting Pronouncements, in the Notes to Financial Statements for more information.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The tax characterization of distributions is determined in accordance with Federal income tax regulations. See Note 2, Distributions
&#151; Common Shares, in the Notes to Financial Statements for more information. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>26</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_10"></A>Statements of Cash Flows </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Global<BR>StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp;<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Income<BR>Opportunity&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO&nbsp;Strategic<BR>Income&nbsp;Fund,&nbsp;Inc.</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Provided by (Used for) Operating Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in net assets resulting from operations</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 10,604</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 7,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 36,232</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 26,409</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided by (Used for) Operating
Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Purchases of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(33,985</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(661,694</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(178,745</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(7,774,869</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from sales of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25,837</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">643,332</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">122,971</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,980,216</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Purchases) Proceeds from sales of short-term portfolio investments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,464</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13,435</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,574</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">575</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(568</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,384</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,122</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(61,171</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,984</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(488,492</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(175</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(371</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,021</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) exchange-traded or centrally cleared financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,486</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,466</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,761</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20,980</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) over the counter financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(220</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,503</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,460</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,916</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(87</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">750</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">66,118</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,744</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">249,655</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,742</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,676</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(6,252</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(198</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(68</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,038</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) foreign currency transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(270</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(304</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(326</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Realized (Gain) Loss</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,156</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,882</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16,443</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(463</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,844</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,306</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,090</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,315</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,172</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">253</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">401</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Change in Unrealized (Appreciation) Depreciation</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">312</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,885</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(32,768</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,061</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,565</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,689</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">205</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">841</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">28</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(97</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net amortization (accretion) on investments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(352</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(481</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(4,005</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Provided by (Used for) Operating Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,677</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,695</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(20,206</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(37,311</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Received from (Used for) Financing Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,909</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">345</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash distributions paid*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(10,933</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(13,924</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(38,268</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(32,098</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">200,493</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">211,114</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">822,589</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,275,989</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payments on reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(191,237</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(186,768</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(796,522</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(1,158,218</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from sale-buyback transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,335,364</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payments on sale-buyback transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,383,346</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Received from (Used for) Financing Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,677</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,767</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37,691</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Cash and Foreign Currency</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">72</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">481</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">380</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash and Foreign Currency:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">411</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,779</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,228</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 483</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 2,260</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 2,608</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 191</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 3,141</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 4,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Supplemental Disclosure of Cash Flow Information:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense paid during the year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 2,251</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 5,291</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 6,151</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Non Cash Payment in Kind</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 65</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 98</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 222</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the year, based on the average total
borrowing outstanding in relation to total assets or when substantially all of a Fund&#146;s investments are not classified as Level&nbsp;1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>27</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_11"></A>Consolidated Statements of Cash Flows </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Year Ended June&nbsp;30, 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(Amounts in thousands<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Credit&nbsp;and<BR>Mortgage<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO<BR>Dynamic<BR>Income&nbsp;Fund</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD>
<TD HEIGHT="5" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Provided by (Used for) Operating Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net increase (decrease) in net assets resulting from operations</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 297,109</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 131,381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Adjustments to Reconcile Net Increase (Decrease) in Net Assets from Operations to Net Cash Provided by (Used for) Operating
Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Purchases of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,269,675</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(621,117</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from sales of long-term securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,024,376</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">471,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Purchases) Proceeds from sales of short-term portfolio investments, net</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(22,631</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">61,973</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in deposits with counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">53,724</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,018</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in receivable for investments sold</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">92,623</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,662</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in interest and/or dividends receivable</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,462</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,289</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) exchange-traded or centrally cleared financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,916</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) over the counter financial derivative
instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42,744</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">16,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Increase) decrease in other assets</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for investments purchased</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(16,453</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,366</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in payable for unfunded loan commitments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(34,835</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(32,252</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in deposits from counterparty</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,100</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,527</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in accrued management fees</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(451</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from (Payments on) foreign currency transactions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in other liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">159</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Realized (Gain) Loss</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(22,245</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(9,988</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(11,631</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,684</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(56,091</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(19,896</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,544</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,138</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><I>Net Change in Unrealized (Appreciation) Depreciation</I></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in securities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">45,910</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">46,626</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Investments in Affiliates</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Exchange-traded or centrally cleared financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(15,985</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,148</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Over the counter financial derivative instruments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8,626</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Foreign currency assets and liabilities</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,091</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">687</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net amortization (accretion) on investments</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(41,455</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(21,226</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Provided by (Used for) Operating Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,500</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">38,708</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash Flows Received from (Used for) Financing Activities:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net proceeds from
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">55,680</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">at-the-market</FONT></FONT> offering costs</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (decrease) in overdraft due to custodian</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">121</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Cash distributions paid*</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(309,269</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(157,889</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Proceeds from reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,735,006</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">3,500,045</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Payments on reverse repurchase agreements</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(10,514,593</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(3,436,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Cash Received from (Used for) Financing Activities</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(88,856</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(38,208</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Increase (Decrease) in Cash and Foreign Currency</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(5,356</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">500</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cash and Foreign Currency:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,220</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,997</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 3,864</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 3,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">* Reinvestment of distributions</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 9,243</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 18,444</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD>
<TD HEIGHT="13" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Supplemental Disclosure of Cash Flow Information:</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Interest expense paid during the year</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 79,261</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 32,515</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Non Cash Payment in Kind</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 2,837</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #cccccc"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"> 302</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #cccccc"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A Statement of Cash Flows is presented when a Fund has a significant amount of borrowing during the year , based on the average total
borrowing outstanding in relation to total assets or when substantially all of a Fund&#146;s investments are not classified as Level&nbsp;1 or 2 in the fair value hierarchy. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>28</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_21"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund, Inc.</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 162.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 9.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due&nbsp;11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due&nbsp;04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial&nbsp;&amp; Risk U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (Cash 5.000% and PIK&nbsp;9.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 5.000%) due&nbsp;04/13/2021 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.759% (LIBOR03M &#043; 4.000%) due&nbsp;05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due&nbsp;05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Multi Color Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% (PRIME &#043; 1.250%) due&nbsp;10/31/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due&nbsp;10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due&nbsp;10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nexstar Media Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 11/30/2019 &micro;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due&nbsp;09/13/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.669% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/13/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% ( LIBOR03M &#043; 4.000%) due&nbsp;10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co. (Cash 12.500% and PIK&nbsp;15.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.500% (LIBOR03M &#043; 12.500%) due&nbsp;03/15/2029 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due&nbsp;03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $12,316)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;11,528</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 21.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 5.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 10/15/2019 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600% (US0003M &#043; 1.270%) due&nbsp;03/28/2022 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.139% (US0003M &#043; 2.550%) due&nbsp;01/07/2021 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.729% (US0003M &#043; 3.140%) due&nbsp;01/07/2022 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/26/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 01/25/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 03/25/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 01/25/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 03/15/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;6,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 12.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.880% due 01/10/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 08/01/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 08/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 11/15/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.550% due 01/05/2026 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kronos Acquisition Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 08/15/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nexstar Escrow, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 07/15/2027 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>29</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.636% due 01/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;15,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 3.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost $24,473)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;24,970</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $51)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>47</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds,
Series&nbsp;2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $741)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;793</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 4.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 - 11/25/2050&nbsp;(b)(g)(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 05/25/2020 - 11/25/2050&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.668% due 01/25/2021 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.793% due 10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.080% due 11/25/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.615% due 06/25/2041 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.256% due 04/25/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.954% due 12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost $4,723)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;5,246</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 41.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.430% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.083% due 04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.749% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.466% due 03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 10/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.667% due 06/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.127% due 06/20/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.144% due 08/15/2032 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.394% due 08/15/2027 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.637% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.854% due 05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.913% due 07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.987% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.016% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.254% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.324% due 01/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.734% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due 10/12/2041 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.919% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.189% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.540% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.352% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.365% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.361% due 08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.282% due 10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc. Mortgage <FONT STYLE="white-space:nowrap">Pass-Through</FONT>
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.175% due 09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CitiMortgage Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/25/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.287% due 07/10/2046 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694% due 02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.954% due 10/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.504% due 12/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 03/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036 ^(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.044% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.844% due 09/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.025% due 09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.274% due 03/25/2046 ^&#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.592% due 02/20/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.977% (LIBOR01M) due 11/30/2037&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due 04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.269% due 08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.811% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.478% due 08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.360% due 05/10/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.622% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.152% due 03/25/2047 ^~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890% due 01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.204% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.699% due 05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.475% due 06/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/25/2036 ^(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.932% due 03/12/2039 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.606% due 02/15/2046 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>30</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due 05/15/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due 01/12/2043 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.661% due 07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due 09/15/2040 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.407% due 11/15/2038 ^(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.562% due 02/15/2040 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.973% due 02/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.734% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.446% due 11/25/2035 ^~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2036 ^&#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.824% due 07/25/2030 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.064% due 11/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.691% due 11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.484% due 11/12/2049 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.399% due 12/15/2043 (l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.466% due 01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.626% due 03/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.666% due 09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.934% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.113% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.262% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.897% due 10/15/2041 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.720% due 10/15/2048 ~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.595% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.894% due 06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 12/25/2036 ^~(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/25/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells <FONT STYLE="white-space:nowrap">Fargo-RBS</FONT> Commercial Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.970% due 02/15/2044 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$45,800)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;49,270</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 68.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.499% due 02/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.129% due 12/25/2034 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.633% (US0001M &#043; 3.250%) due&nbsp;06/21/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Financial Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.682% due 12/28/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.366% due 07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Centex Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.154% due 01/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chrysler Capital Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/16/2023 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 12/25/2036 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 11/25/2045 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.104% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 03/25/2037 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due 03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2047 ^&#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 04/25/2047 ^&#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2037 ^&#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 05/25/2036 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.054% due 06/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 09/25/2046 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.279% due 10/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 05/25/2040 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.704% due 02/25/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital Mortgage Services, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.705% due 04/25/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.154% due 12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.204% due 06/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Harley Marine Financing LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.869% due 05/15/2043 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 04/25/2037 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.514% due 04/25/2037 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.514% due 08/25/2036 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.184% due 12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.469% due 05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>People&#146;s Financial Realty Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.238% due 09/25/2037 ^&thorn;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.094% due 08/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.834% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 10/25/2035 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/25/2026 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2036 &laquo;(g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/25/2040 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (g)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.129% due 10/25/2034 &#149;(l)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.904% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UCFC Manufactured Housing Contract</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.900% due 01/15/2028 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UPS Capital Business Credit</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.144% due 04/15/2026 &laquo;&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost $73,922)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;80,708</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd. (f)(j)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(j)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $3,931)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,050</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $876)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>735</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $2,124)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,763</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 2.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 2.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$1,538)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,314</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 9.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (k) 8.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>31</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.182% due 08/06/2019 (g)(h)(o)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost&nbsp;$11,199)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>11,198</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$181,694)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>191,622</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 162.1% (Cost&nbsp;$181,694)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;191,622</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (m)(n) (0.3)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $211)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(388</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (61.8)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(73,053</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets Applicable to Common Shareholders 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;118,181</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&micro;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be
determined at the time of funding. See Note 4, Securities and Other Investments, in the Notes to Financial Statements for more information regarding unfunded loan&nbsp;commitments. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(j)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Assets<BR>Applicable&nbsp;to<BR>Common<BR>Shareholders</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;1,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.07</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="10" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;2,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="10" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD VALIGN="bottom"></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,300</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.375% due <FONT STYLE="white-space:nowrap">04/30/2021&nbsp;-&nbsp;05/31/2021</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(10,690</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;10,459</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;10,461</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>32</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(71,720</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;36,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(20,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;10,461</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(71,720</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>33</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity of the&nbsp;Agreements </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(34,470</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(33,633</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,617</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(71,720</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase&nbsp;agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(71,720</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(l)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $92,392 and cash of $10 have been pledged as collateral under the terms of the
above master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(63,695) at a weighted average interest rate
of 3.458%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(m)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
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<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38.762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
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<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="6" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="18"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,307</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,637</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(330</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;57</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(61</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;57</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;57</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(61)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(61)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $1,187 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2019. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding master
netting&nbsp;arrangements.</B> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>34</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the
cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of
default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL
DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="45%"></TD>

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,096</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;712</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(384</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(384</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(384</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $739 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding
master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>35</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO PCM Fund,
Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">463</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;77,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;80,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;178,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;191,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>36</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair valuations using
significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="34%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change&nbsp;in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held
at<BR>06/30/2019<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="29%"></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR>(%&nbsp;Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82.500-101.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875-99.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000-47,000.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative Market Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 39.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company&nbsp;Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;760,144,498.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>37</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_22"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any)
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 179.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 8.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.911% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due&nbsp;11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due&nbsp;04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dubai World (Cash 2.500% and PIK 1.750%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% (LIBOR03M &#043; 2.500%) due&nbsp;09/30/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial&nbsp;&amp; Risk U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (Cash 5.000% and PIK&nbsp;9.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 5.000%) due&nbsp;04/13/2021 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.579% (LIBOR03M &#043; 4.000%) due&nbsp;05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due&nbsp;05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Multi Color Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% (PRIME &#043; 1.250%) due&nbsp;10/31/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due&nbsp;10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due&nbsp;10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.680% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due&nbsp;04/28/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/13/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% (LIBOR03M &#043; 4.000%) due&nbsp;10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co. (Cash 12.500% and PIK&nbsp;15.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments<BR>(Cost $9,935)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;8,967</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 42.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 20.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.347% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/07/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.319% due 02/12/2023 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avolon Holdings Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 02/18/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/15/2019 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 01/23/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.330% due 05/23/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 08/15/2021 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;21,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 16.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 05/30/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corp. GEO S.A.B. de C.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 06/30/2020 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>38</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EI Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 05/09/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairstone Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HCA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 11/15/2095 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash or 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kinder Morgan, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/15/2032 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 04/26/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Metinvest BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 04/23/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/29/2019 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Aerospace Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 03/15/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rockpoint Gas Storage Canada Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/31/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;17,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.720% due 12/01/2026 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due 06/05/2115 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/17/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost $45,200)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;46,074</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH Network Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 08/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $600)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>585</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 2.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series&nbsp;2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 2.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $2,121)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,218</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>39</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments<FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f"> PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 42.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.646% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.746% due 11/25/2039 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.896% due 01/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.976% due 03/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.996% due 12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.006% due 06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.046% due 04/25/2037 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.196% due 11/25/2035 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.310% due 11/25/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.796% due 02/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 12/25/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.800% due 06/25/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.575% due 12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.834% due 08/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae UMBS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 12/01/2047 - 11/01/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae UMBS, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 08/01/2049 - 09/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 (b)(h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.793% due 10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.046% due 03/15/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.176% due 09/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.186% due 09/15/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$45,797)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;46,154</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 30.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.650% due 09/25/2035 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.749% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.849% due 03/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.846% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.333% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.539% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.159% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.294% due 09/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.477% due 02/11/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.919% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Structured Products, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.801% due 12/26/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.284% due 01/26/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.189% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.540% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chevy Chase Funding LLC Mortgage-Backed&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.704% due 08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.084% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.365% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.017% due 03/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.202% due 10/10/2046 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.287% due 07/10/2046 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 12/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 05/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.064% due 10/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.677% due 10/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.419% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.746% due 07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 09/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.188% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.184% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.416% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.835% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.895% due 10/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.927% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.078% due 10/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.592% due 02/20/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.869% due 09/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.955% due 02/15/2039 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% due 11/10/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.301% due 11/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.722% due 01/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.622% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.462% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.853% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.990% due 04/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.568% due 11/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.526% due 08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.004% due 02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.504% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 06/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.964% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.343% due 06/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMBB Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.445% due 11/15/2045 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due 05/15/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.527% due 04/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.170% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.446% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Alternative Note Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.474% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Opteum Mortgage Acceptance Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.146% due 11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.713% due 10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 09/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.669% due 12/26/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.934% due 01/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2035 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 12/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.867% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.904% due 05/25/2035 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.113% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.262% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.293% due 09/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 02/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.814% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Theatre Hospitals PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821% due 10/15/2031 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.190% due 12/15/2024 &laquo;&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 12/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.998% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells <FONT STYLE="white-space:nowrap">Fargo-RBS</FONT> Commercial Mortgage
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.442% due 12/15/2046 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$27,976)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;32,238</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 19.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Apidos CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/22/2026 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avoca CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/15/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15.593% due 03/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Belle Haven ABS CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.848% due 07/05/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 06/15/2030 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>California Republic Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies Euro CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies Euro CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle U.S. CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chrysler Capital Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/16/2023 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>40</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.504% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.344% due 05/25/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.705% due 05/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/15/2028 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.464% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.572% due 06/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/18/2046 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/26/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/25/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.464% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.849% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.849% due 01/06/2041 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.704% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.197% due 07/14/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.464% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost $25,140)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;21,405</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 6.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40.244% (BADLARPP &#043; 0.000%) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.006% (BADLARPP &#043; 2.000%) due 04/03/2022 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53.892% (BADLARPP &#043; 3.250%) due 03/01/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.705% (ARLLMONP) due&nbsp;06/21/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.674% due 03/29/2024 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54.501% due 04/12/2025 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Republic of Greece Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2023 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2024 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2025 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2026 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2027 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2028 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2029 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2030 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2031 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2032 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2033 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2034 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2038 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2039 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2040 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2041 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 02/24/2042 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $8,190)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;6,631</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;&laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton Holder LLC &laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC&nbsp;&laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $2,293)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,912</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="62%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $780)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>674</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 5.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 3.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/26/2028 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 2.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $5,653)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>6,121</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 2.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 2.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$1,780)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,678</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 16.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (l) 11.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000s)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 4.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.235% due 07/23/2019 - 08/22/2019 (g)(h)(o)(q)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$17,221)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>17,222</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$192,686)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;192,879</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 179.3% (Cost&nbsp;$192,686)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>192,879</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(p) 1.2%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(2,629))</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,321</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (80.5)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(86,638</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>107,562</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>41</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/26/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">03/11/2014&nbsp;-&nbsp;12/03/2014</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.06</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.03</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Theatre Hospitals PLC 4.190% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/17/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014&nbsp;-&nbsp;08/05/2016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="10" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,773</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,200</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.625% due&nbsp;11/15/2020</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(12,229</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,973</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,975</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="33%"></TD>

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>42</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(51,401</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(23,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,975</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(51,401</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>43</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity of the&nbsp;Agreements </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(13,909</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(34,694</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,798</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(51,401</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase&nbsp;agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(51,401</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $63,142 and cash of $48 have been pledged as collateral under the terms of the
above master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(39,335) at a weighted average interest rate
of 2.820%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON EXCHANGE-TRADED FUTURES&nbsp;CONTRACTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="43%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - CME S&amp;P 500 July 2019&nbsp;Futures</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,800.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>190</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>152</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WRITTEN&nbsp;OPTIONS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON EXCHANGE-TRADED
FUTURES&nbsp;CONTRACTS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Call - CME S&amp;P 500 July 2019&nbsp;Futures</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,950.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Written&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(711</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(586</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FUTURES&nbsp;CONTRACTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LONG FUTURES&nbsp;CONTRACTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="55%"></TD>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">E-mini</FONT> S&amp;P 500 Index September&nbsp;Futures<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Futures&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>780</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>245</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="38%"></TD>

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<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
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<TD></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38.762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>44</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">3-Month</FONT>
<FONT STYLE="white-space:nowrap">CAD-Bank&nbsp;Bill</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/26/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="6" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,492</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,560</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(4,052</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;308</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(231</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>
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<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;152</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;245</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;308</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;705</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(586)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(231)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(817)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $670 and cash of $4,911 have been pledged as collateral for exchange-traded and
centrally cleared financial derivative instruments as of June&nbsp;30, 2019. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding master netting&nbsp;arrangements.
</B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the
cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of
default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="36%"></TD>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>45</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="38%"></TD>

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

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;69</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(163</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON&nbsp;SECURITIES </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="61%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FAR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;70.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;07/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="14"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
ASSET-BACKED SECURITIES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Obligation</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Long Beach Mortgage Loan Trust 7.654% due&nbsp;07/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="45%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="30%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2024</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/11/2024</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="13" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>46</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>TOTAL RETURN SWAPS ON EQUITY&nbsp;INDICES </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="12%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Underlying&nbsp;Reference</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of&nbsp;Units</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financing&nbsp;Rate</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NDDUEAFE&nbsp;Index<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">2.356%&nbsp;(3-Month</FONT> <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT> less
a specified&nbsp;spread)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NDDUEAFE&nbsp;Index<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,666</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">2.447%&nbsp;(3-Month</FONT> <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT> less
a specified&nbsp;spread)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
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<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="22"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(617</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,144</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,512</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(985</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net
Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333">
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(260</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(101</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(257</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(257</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(257</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,217</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,217</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,356</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(139</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;69</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,512</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,581</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(163</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(985</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,148</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,652 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Notional Amount represents the number of&nbsp;contracts. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for
any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying&nbsp;reference.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding
master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>47</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Written&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>48</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuations according to
the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="48%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;173,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;192,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held
at<BR>06/30/2019<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

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<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>49</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Global
StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#7f7f7f"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund</FONT> <FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June 30, 2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within
Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR>(% Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82.500-101.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617.637&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875-99.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">671</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">0.010-97,864.480</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;760,144,498.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>50</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_23"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income Opportunity Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 148.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 11.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.911% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avantor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.402% (LIBOR03M &#043; 3.000%) due&nbsp;11/21/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due&nbsp;11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due&nbsp;04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CommScope, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.652% (LIBOR03M &#043; 3.250%) due&nbsp;04/06/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dubai World</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% (LIBOR03M &#043; 2.500%) due&nbsp;09/30/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial&nbsp;&amp; Risk U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% - 9.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forest City Enterprises, L.P.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.402% (LIBOR03M &#043; 4.000%) due&nbsp;12/07/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FrontDoor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.938% (LIBOR03M &#043; 2.500%) due&nbsp;08/14/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gray Television, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.931% (LIBOR03M &#043; 2.500%) due&nbsp;01/02/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.579% (LIBOR03M &#043; 4.000%) due&nbsp;05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.154% (LIBOR03M &#043; 3.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Klockner-Pentaplast of America, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due&nbsp;05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.830% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Multi Color Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% (PRIME &#043; 1.250%) due&nbsp;10/31/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due 10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due 10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due 04/28/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.669% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;4,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/13/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% (LIBOR03M &#043; 4.000%) due&nbsp;10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $46,677)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;45,641</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 53.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 22.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.347% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/07/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.319% due 02/12/2023 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avolon Holdings Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of America Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 06/20/2024 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Ireland</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/18/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 11/21/2022 (j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/17/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/15/2019 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 12/15/2020 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 10/15/2019 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Agricole S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 01/23/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/08/2023 (j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ford Motor Credit Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.484% (US0003M &#043; 0.880%) due&nbsp;10/12/2021 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.753% (US0003M &#043; 1.235%) due&nbsp;02/15/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.139% (US0003M &#043; 2.550%) due&nbsp;01/07/2021 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.729% (US0003M &#043; 3.140%) due&nbsp;01/07/2022 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.330% due 05/18/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/23/2028 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/27/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/26/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 08/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 03/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 08/15/2021 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>51</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/07/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 04/06/2028 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.052% due 10/13/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/26/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UBS Group Funding Switzerland AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/19/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.500% due 01/22/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.395% due 03/28/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;92,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 23.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875% due 07/31/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Baffinland Iron Mines Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 07/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 05/30/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Berry Global Escrow Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/05/2034 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Continental Airlines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.707% due 10/02/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.048% due 05/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Corp. GEO S.A.B. de C.V.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.875% due 03/27/2022 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 06/30/2020 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.507% due 01/10/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 11/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delta Air Lines Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/17/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EI Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 05/09/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairstone Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.550% due 01/05/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gran Tierra Energy, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash and 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash and 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kronos International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 04/26/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Metinvest BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 04/23/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/29/2019 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Aerospace Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rockpoint Gas Storage Canada Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/31/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Russian Railways via RZD Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.487% due 03/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 08/08/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/08/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoftBank Group Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 04/20/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 12/18/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800% due 07/21/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Times Square Hotel Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.528% due 08/01/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>52</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Virgin Media Secured Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wind Tre SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% due 01/20/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 01/20/2024 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 01/20/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;95,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 7.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 09/19/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/23/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.510% due 03/07/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 04/28/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 (d)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/27/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/14/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/16/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/17/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$210,886)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;217,740</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost $61)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>56</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>IOWA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Iowa Tobacco Settlement Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost $4,736)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>4,877</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 1.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae UMBS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 10/01/2040</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 (b)(h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 05/25/2020 - 02/25/2046&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.793% due 10/25/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$5,882)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;6,289</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 29.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Anthracite Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.678% due 06/20/2041</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.650% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.749% due 12/20/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.285% due 03/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.492% due 10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.544% due 12/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.747% due 10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.144% due 08/15/2032 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.394% due 08/15/2027 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.247% due 05/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.939% due 03/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.976% due 08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.027% due 06/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.425% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.808% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 06/25/2046 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.104% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.913% due 07/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.999% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.016% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.158% due 04/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.254% due 08/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.359% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.404% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.734% due 09/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.189% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBA Commercial Small Balance Commercial Mortgage</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.540% due 01/25/2039 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Global Markets Mortgage Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/25/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.017% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>53</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.287% due 07/10/2046 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 06/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 05/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 08/01/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 10/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2032 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.416% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.914% due 06/20/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.927% due 08/25/2034 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.013% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.046% due 08/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.274% due 03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.515% due 09/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/25/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.977% (LIBOR01M) due&nbsp;11/30/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.004% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due 04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/26/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 07/12/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 02/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-B</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche Mortgage Securities, Inc. Mortgage Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 09/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Downey Savings&nbsp;&amp; Loan Association Mortgage Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.570% due 04/19/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Epic Drummond Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.389% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.039% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.639% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.066% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.177% due 02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.269% due 08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.301% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.989% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.722% due 01/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.183% due 07/19/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GreenPoint Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.478% due 08/10/2043 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 07/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.396% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.672% due 12/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.580% due 02/19/2046 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600% due 11/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 06/19/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030% due 01/19/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.425% due 08/19/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HomeBanc Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac CMB Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.924% due 11/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.864% due 04/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.204% due 08/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.264% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.432% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.844% due 05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.898% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.335% due 12/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.293% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due 01/12/2043 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.200% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.259% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.563% due 07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Landmark Mortgage Securities PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/17/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.006% due 06/17/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.734% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.244% due 01/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.170% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 07/25/2035 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.466% due 01/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Prime Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 06/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 07/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Regal Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.666% due 09/29/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.462% due 07/27/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.164% due 01/20/2038 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.262% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.380% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 08/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.864% due 05/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage <FONT STYLE="white-space:nowrap">Pass-Through</FONT>
Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.410% due 01/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Theatre Hospitals PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.571% due 10/15/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.940% due 12/15/2024 &laquo;&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.595% due 07/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.561% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.701% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.742% due 06/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.770% due 07/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.819% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.541% due 03/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.354% due 10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.725% due 06/25/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 07/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.704% due 09/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.754% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.859% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$110,294)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;120,958</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 32.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Access Financial Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.650% due 05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.129% due 05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.254% due 08/25/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 10/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.964% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.064% due 03/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.252% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.366% due 07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier Capital Mortgage Securitization Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 06/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.220% due 03/01/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.530% due 02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.770% due 09/01/2031 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.060% due 09/01/2029 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due 03/01/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.964% due 08/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.679% due 02/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.693% due 10/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.184% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 02/25/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.724% due 12/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Euromax ABS PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.032% due 11/10/2095 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>54</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="60%"></TD>

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.300% due 10/15/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.804% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 04/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.484% due 08/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 03/25/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">KGS-Alpha</FONT> SBA COOF Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.105% due 04/25/2038 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman ABS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.494% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 05/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.109% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.879% (US0001M &#043; 2.475%) due&nbsp;03/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/17/2029 (c)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Dean Witter Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.829% due 02/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.662% due 01/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Origen Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.150% due 03/15/2032 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ownit Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.352% due 10/25/2035 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc. Asset-Backed
<FONT STYLE="white-space:nowrap">Pass-Through&nbsp;Certificates</FONT></B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.279% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.529% due 08/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Saxon Asset Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.379% due 12/26/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 02/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.079% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.909% due 10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.849% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Investment Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.844% due 01/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.704% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talon Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.969% due 06/05/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UCFC Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 04/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$116,685)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;131,259</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 5.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/09/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40.244% (BADLARPP &#043; 0.000%) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.006% (BADLARPP &#043; 2.000%) due&nbsp;04/03/2022 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53.892% (BADLARPP &#043; 3.250%) due&nbsp;03/01/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.705% (ARLLMONP) due&nbsp;06/21/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.674% due&nbsp;03/29/2024 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/12/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54.501% due 04/12/2025 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/14/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $28,589)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;23,165</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tribune Media Co. &#145;A&#146;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;&laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton Holder LLC&nbsp;&laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="64%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $8,123)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>6,824</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $2,857)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,312</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 2.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 1.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 1.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $10,377)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>11,841</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$4,976)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>7,496</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 7.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (l) 6.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.169% due 07/02/2019 - 08/20/2019 (g)(h)(p)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$31,113)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>31,113</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$581,256)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>609,571</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 148.6% (Cost&nbsp;$581,256)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>609,571</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(o) (0.4)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(5,480))</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(1,741</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (48.2)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(197,753</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;410,077</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>55</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of&nbsp;Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/26/2017</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.09</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017 <FONT STYLE="white-space:nowrap">-</FONT> 03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/11/2014 - 07/31/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Theatre Hospitals PLC 4.940% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/17/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="41%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28,000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.750% due&nbsp;05/31/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(28,870</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;28,263</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;28,269</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="37%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/24/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>56</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="36%"></TD>

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/17/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="4"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(199,002</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>57</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING TRANSACTIONS&nbsp;SUMMARY
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary by counterparty of
the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="38%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(12,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIW</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(24,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>28,269</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(199,002</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="54%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(126,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(77,780</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(103,507</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(17,715</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(199,002</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase&nbsp;agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(199,002</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $241,601 have been pledged as collateral under the terms of the above master
agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(172,593) at a weighted average interest rate
of 2.977%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
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<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
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<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier&nbsp;Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38.762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint&nbsp;Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>58</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="21%"></TD>

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

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;
AUD-BBR-BBSW</FONT></FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,006</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(109</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,115</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;240</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(289</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;240</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;240</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(289)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(289)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $5,984 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2019. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding master
netting&nbsp;arrangements. </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">255,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>59</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

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

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;301</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(845</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE AND SOVEREIGN ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="32%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;12,757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.PENAAA.7-1&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/25/2037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(3,474</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,326</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,149</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>60</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE
COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary
by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>

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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;301</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;302</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(845</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,149</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,994</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(p)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $2,846 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding
master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>61</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Income
Opportunity Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="43%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="49%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Iowa</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;120,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;120,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,983</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;576,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;609,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,741</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;13,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;575,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;607,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>62</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair valuations using
significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>06/30/2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,656</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,064</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;21,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable<BR>Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR>(% Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">82.500-101.000</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617.637&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency&nbsp;Mortgage-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875-99.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.375-96,280.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative Market Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"> 39.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company&nbsp;Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;760,144,498.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>63</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_24"></A>Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic Income Fund, Inc.</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 331.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 9.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.911% (LIBOR03M &#043; 5.500%) due&nbsp;09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% (LIBOR03M &#043; 4.000%) due&nbsp;08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avantor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.402% (LIBOR03M &#043; 3.000%) due&nbsp;11/21/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due&nbsp;11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due&nbsp;04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Core&nbsp;&amp; Main LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.520% (LIBOR03M &#043; 3.000%) due&nbsp;08/01/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dubai World</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% (LIBOR03M &#043; 2.500%) due&nbsp;09/30/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,797</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% - 9.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forest City Enterprises, L.P.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.402% (LIBOR03M &#043; 4.000%) due&nbsp;12/07/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FrontDoor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.938% (LIBOR03M &#043; 2.500%) due&nbsp;08/14/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due&nbsp;06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.579% (LIBOR03M &#043; 4.000%) due&nbsp;05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,001</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.154% (LIBOR03M &#043; 3.750%) due&nbsp;11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due&nbsp;02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due&nbsp;05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.830% (LIBOR03M &#043; 2.500%) due&nbsp;03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due&nbsp;09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due&nbsp;10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due&nbsp;10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.680% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due&nbsp;04/28/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SS&amp;C Technologies, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due&nbsp;04/16/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.669% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% (LIBOR03M &#043; 4.000%) due&nbsp;10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments (Cost $30,148)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;29,504</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 42.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 17.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.319% due 02/12/2023 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avolon Holdings Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of America Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 06/20/2024 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Ireland</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/18/2020 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 11/21/2022 (j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/17/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 10/15/2019 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche Bank AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 10/14/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital European Funding Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/23/2028 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hudson Pacific Properties LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.950% due 11/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 03/25/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reckson Operating Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 03/15/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 08/15/2021 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sberbank of Russia Via SB Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 02/07/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spirit Realty LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.450% due 09/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/26/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.500% due 01/22/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;52,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 18.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875% due 07/31/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>64</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Baffinland Iron Mines Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 07/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 05/30/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CVS Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.507% due 01/10/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 11/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EI Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 05/09/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairstone Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;3,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.550% due 01/05/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash and 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash and 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kinder Morgan, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.300% due 12/01/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;1,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/15/2032 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 04/26/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Metinvest BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 04/23/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">156</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Aerospace Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 04/21/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rockpoint Gas Storage Canada Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/31/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 08/08/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/08/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 07/25/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UAL Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.636% due 01/02/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;58,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/27/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 04/28/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,068</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/17/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>65</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$127,315)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;131,713</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series&nbsp;2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series&nbsp;2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds,
Series&nbsp;2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost&nbsp;$3,331)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>3,422</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 205.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.664% due 08/25/2054 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500% due 12/25/2027 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 11/25/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.385% due 09/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 07/25/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.598% due 12/01/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.752% due 11/01/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/25/2038 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/25/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.025% due 03/01/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.349% due 12/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/25/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2032 - 04/25/2035&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;6,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.807% due 08/25/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2031 - 01/25/2044</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.013% due 09/25/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/25/2023 - 11/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/25/2032 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/25/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due 12/18/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 06/18/2027 - 01/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">954</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/25/2045 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 10/25/2022 - 06/25/2044</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/19/2041 - 10/25/2042&nbsp;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.700% due 03/25/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.836% due 06/19/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 09/25/2021 - 09/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/25/2021 - 06/25/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 06/18/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.423% due 05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.556% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae UMBS</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 09/01/2047 - 07/01/2048&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 09/01/2023 - 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 04/01/2041 - 08/01/2041&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/01/2032 - 06/01/2040&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/01/2032 - 02/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 01/01/2028 - 02/01/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2033 - 07/01/2039&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 07/01/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 01/01/2022 - 06/01/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae UMBS, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 09/12/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 08/01/2049 - 08/13/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;479,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 - 11/25/2050&nbsp;(b)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 - 11/25/2050&nbsp;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.791% due 08/15/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.804% due 11/15/2038 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.024% due 05/15/2038 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.080% due 11/25/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.637% due 12/01/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.879% due 04/01/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.409% due 07/25/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/01/2039 - 06/15/2041&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/15/2028 - 03/15/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/15/2032 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/01/2021 - 09/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/15/2023 - 09/15/2031&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2043 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 09/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 07/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/01/2021 - 10/25/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/15/2029 - 01/01/2036&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2024 - 02/25/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/01/2024 - 12/01/2030&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/15/2022 - 04/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 12/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.954% due 12/25/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,945</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.154% due 03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/15/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/15/2029 - 12/15/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/15/2037 - 11/15/2038&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/20/2024 - 10/20/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 04/15/2032 - 05/15/2032&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 04/15/2024 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/15/2023 - 03/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2027 - 01/15/2029&nbsp;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/15/2021 - 11/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 05/15/2022 - 02/15/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 10/15/2019 - 01/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae, TBA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/22/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Small Business Administration</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 02/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.510% due 11/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.780% due 08/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.820% due 07/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vendee Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 02/15/2026 - 06/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$630,455)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;636,283</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 34.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.667% due 07/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.116% due 08/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.503% due 02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.144% due 08/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.892% due 11/15/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.394% due 08/15/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.637% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.696% due 10/26/2033 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.760% due 10/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.993% due 06/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.016% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due 10/12/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.792% due 12/11/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.919% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 09/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 07/25/2046 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.044% due 03/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.597% due 08/25/2034 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.274% due 03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Reperforming REMIC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 11/25/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 06/25/2035 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>66</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage-Backed Pass-through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/25/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Epic Drummond Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.389% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.039% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.639% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/21/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.670% due 08/19/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/01/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSMPS Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.542% due 06/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 06/25/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 09/19/2027 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 12/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 01/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2043 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.411% due 05/15/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.623% due 05/12/2045</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.858% due 10/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2022 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.350% due 09/15/2040 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.254% due 09/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.170% due 10/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 04/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Reperforming Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.683% due 12/26/2046 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,407</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NAAC Reperforming Loan REMIC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 10/25/2034 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 03/25/2034 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 10/25/2034 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,052</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.932% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.182% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.786% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.036% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 11/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.004% due 08/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp. Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 10/25/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.381% due 05/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/25/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.859% due 04/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.947% due 06/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities
(Cost&nbsp;$98,370)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;106,455</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 25.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Access Financial Manufactured Housing Contract Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.650% due 05/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.929% due 11/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.252% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 03/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.530% due 02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.960% due 05/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 12/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,517</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694% due 06/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.763% due 07/25/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.054% due 11/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.462% due 12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.139% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">553</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flagship Credit Auto Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.300% due 10/15/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/15/2028 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 06/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 12/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Consumer Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/26/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/25/2026 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$78,124)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>78,506</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 5.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/09/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,519</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40.244% (BADLARPP &#043; 0.000%) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.006% (BADLARPP &#043; 2.000%) due&nbsp;04/03/2022 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53.892% (BADLARPP &#043; 3.250%) due&nbsp;03/01/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.705% (ARLLMONP) due&nbsp;06/21/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.674% due&nbsp;03/29/2024 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/12/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54.501% due 04/12/2025 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost&nbsp;$21,089)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;17,009</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">291,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC&nbsp;&laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$2,273)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,960</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost&nbsp;$1,971)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,576</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR></TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>67</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="70%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 2.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost&nbsp;$7,188)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;7,005</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$667)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>975</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 3.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (l) 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.239% due 08/20/2019 - 08/22/2019&nbsp;(g)(h)(p)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$11,968)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>11,968</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="13"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$1,012,899)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,026,376</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 331.9% (Cost&nbsp;$1,012,899)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,026,376</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(o) 0.4%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net&nbsp;$(691))</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,310</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net&nbsp;(232.3)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(718,399</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>309,287</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="50%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/11/2014</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="7" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="7" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING&nbsp;TRANSACTIONS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="46%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,654</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,500</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.375% due&nbsp;04/30/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(11,395</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,154</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,156</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>68</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(414</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="4"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Reverse&nbsp;Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(220,960</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(204,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(204,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;230,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;26,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>69</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="38%"></TD>

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;11,156</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(220,960</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="55%"></TD>

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(74,809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(79,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(87,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(128,594</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(89,891</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,475</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(220,960</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase&nbsp;agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(220,960</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $249,224 and cash of $1,220 have been pledged as collateral under the terms of
the above master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(225,776) at a weighted average interest rate
of 2.824%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General&nbsp;Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
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<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/<BR>Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></P></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(91</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(961</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/26/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,999</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/19/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;40,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(686</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(6,601</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,287</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,110</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(648</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>70</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR
CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="54%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,110</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,110</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(648)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(648)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cash of $10,369 has been
pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of June&nbsp;30, 2019. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding master
netting&nbsp;arrangements. </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(o)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">96</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;199</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(667</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PURCHASED&nbsp;OPTIONS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>OPTIONS ON&nbsp;SECURITIES </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.000% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;70.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 4.000% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>71</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="62%"></TD>

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

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Strike<BR>Price</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Expiration<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FAR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;72.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 4.000% due&nbsp;08/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 3.500% due&nbsp;07/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Freddie Mac, TBA 4.000% due&nbsp;07/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Ginnie Mae, TBA 4.000% due&nbsp;07/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SAL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Put - OTC Fannie Mae UMBS, TBA 4.000% due&nbsp;07/01/2049</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="18"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Purchased&nbsp;Options</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;19</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="18" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE AND SOVEREIGN ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="38%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russia Government International&nbsp;Bond</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="5" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD></TD>

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

<TD VALIGN="bottom"></TD>
<TD WIDTH="30%"></TD>

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

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

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.330%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2024</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(24</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,340</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,316</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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<TD>&nbsp;</TD>
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</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;199</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,316</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,515</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(667</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(667</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(p)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $814 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Notional Amount represents the number of&nbsp;contracts. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced
entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater
likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>72</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more information regarding
master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain (Loss) on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;3,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Futures<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(13,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Purchased&nbsp;Options<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(787</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>73</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Strategic
Income Fund, Inc.</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuations according to
the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

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

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

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">636,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">636,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;106,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;106,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;18,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">998,778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,026,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,000,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,027,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

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

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

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

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

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

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

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

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

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>06/30/2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;6,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;35,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>74</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of significant unobservable inputs
used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="24%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

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

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

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Inputs</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR>(% Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan&nbsp;Participations&nbsp;and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82.500-101.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617.637&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">4,730.670-96,280.380</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;24,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at&nbsp;period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>75</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_25"></A>Consolidated Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Dynamic Credit and Mortgage Income Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 182.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 10.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.911% (LIBOR03M &#043; 5.500%) due 09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alphabet Holding Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.902% (LIBOR03M &#043; 3.500%) due 09/26/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% (LIBOR03M &#043; 4.000%) due 08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avantor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.402% (LIBOR03M &#043; 3.000%) due 11/21/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due 11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due 01/31/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due 04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CommScope, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.652% (LIBOR03M &#043; 3.250%) due 04/06/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dubai World (Cash 2.500% and PIK 1.750%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% (LIBOR03M &#043; 2.500%) due 09/30/2022 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial&nbsp;&amp; Risk U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services LLC (Cash 5.000% and PIK&nbsp;9.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.000% (LIBOR03M &#043; 5.000%) due 04/13/2021 ~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forest City Enterprises, L.P.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.402% (LIBOR03M &#043; 4.000%) due 12/07/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FrontDoor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.938% (LIBOR03M &#043; 2.500%) due 08/14/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due 06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Genworth Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.993% (LIBOR03M &#043; 4.500%) due 03/07/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gray Television, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.931% (LIBOR03M &#043; 2.500%) due 01/02/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.579% (LIBOR03M &#043; 4.000%) due 05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.154% (LIBOR03M &#043; 3.750%) due 11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due 02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Klockner-Pentaplast of America, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (EUR003M &#043; 4.750%) due&nbsp;06/30/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due 05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;10,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.830% (LIBOR03M &#043; 2.500%) due 03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ministry of Finance of Tanzania</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.741% (LIBOR03M &#043; 4.600%) due 12/10/2019 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Multi Color Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% (PRIME &#043; 1.250%) due&nbsp;10/31/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due 04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due 10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due 10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Panther BF Aggregator LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.902% (LIBOR03M &#043; 3.500%) due 04/30/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due 09/27/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due 03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preylock Reitman Santa Cruz Mezz LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.912% (LIBOR03M &#043; 5.500%) due 11/09/2022 &laquo;~(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due 11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due 04/28/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sigma Bidco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% (EUR003M &#043; 3.500%) due 07/02/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% (EUR003M&#043; 3.750%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.669% (LIBOR03M &#043; 3.250%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due 03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TerraForm Power Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.402% (LIBOR03M &#043; 2.000%) due 11/08/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/13/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due 03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% (LIBOR03M &#043; 4.000%) due 10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co. (Cash 12.500% and PIK&nbsp;15.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 &laquo;~(d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments<BR>(Cost $372,864)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;348,891</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 46.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 18.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.347% (US0003M &#043; 1.750%)<BR>due 01/15/2067 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.319% due 02/12/2023 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,966</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avolon Holdings Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 02/18/2020 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of America Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 06/20/2024 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Ireland</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/18/2020&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/17/2033 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/15/2019 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/15/2023&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BNP Paribas S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/16/2028&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 10/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/12/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.418% due 11/15/2035 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GLP Capital LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Growthpoint Properties International Pty. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.872% due 05/02/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">634</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>High Street Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.682% due 02/15/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.330% due 05/18/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;50,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 07/04/2029 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/23/2028 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 06/03/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 08/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Legg Mason PT</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.130% due 01/10/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>76</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 03/25/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 06/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 08/15/2021 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 04/06/2028 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,893</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stearns Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.375% due 08/15/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/26/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UBS Group Funding Switzerland AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/19/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.500% due 01/22/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.395% due 03/28/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69,440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;587,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 21.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AA Bond Co. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 07/31/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 05/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;52,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Baffinland Iron Mines Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 07/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 05/30/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Berry Global Escrow Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/05/2034 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Builders FirstSource, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Constellation Oil Services Holding S.A. (9.000% Cash and 0.500% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 11/09/2024 ^(d)(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSC Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 11/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delhi International Airport Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.450% due 06/04/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DriveTime Automotive Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;16,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EI Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 05/09/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">618</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairstone Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.550% due 01/05/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 01/10/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gran Tierra Energy International Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gran Tierra Energy, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GrubHub Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;13,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash and 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash and 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IQVIA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 05/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kronos Acquisition Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 08/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LABL Escrow Issuer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 04/26/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Metinvest BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 04/23/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MGM China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Norbord, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Oil&nbsp;&amp; Gas Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/29/2019 (h)(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Aerospace Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 06/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 03/15/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>77</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rockpoint Gas Storage Canada Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/31/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Russian Railways via RZD Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.487% due 03/25/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 08/08/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/08/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 02/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoftBank Group Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 04/20/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Spanish Broadcasting System, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.500% due 04/15/2049 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;56,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syngenta Finance NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.441% due 04/24/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.892% due 04/24/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.182% due 04/24/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 07/25/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 07/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Virgin Media Secured Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wind Tre SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% due 01/20/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">918</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 01/20/2024 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 01/20/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 04/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,605</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,824</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 10/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 10/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Yellowstone Energy LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 12/31/2026 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;696,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DTEK Finance PLC (10.750% Cash or 10.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 12/31/2024 (d)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom OAO Via Gaz Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.288% due 08/16/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 12/01/2026 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,374</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.720% due 12/01/2026&nbsp;(d)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">77</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">86</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,711</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,871</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038&nbsp;^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 10/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/27/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/14/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/16/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/17/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Sentry Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes (Cost&nbsp;$1,496,580)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,505,375</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes (Cost&nbsp;$5,509)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>5,060</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 1.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2017</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.045% due 01/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>IOWA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Iowa Tobacco Settlement Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/01/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NEW JERSEY 0.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>New Jersey Economic Development Authority Revenue Bonds, Series 2005</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/01/2036 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>TEXAS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Texas Public Finance Authority Revenue Notes, Series&nbsp;2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 07/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>VIRGINIA 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Financing Corp., Virginia Revenue Bonds, Series 2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.706% due 06/01/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">231,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.467% due 06/01/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,565</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes (Cost&nbsp;$35,741)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;37,712</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 3.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000% due 01/25/2042 (a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.490% due 10/25/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 08/25/2032 (a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.596% due 08/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">92</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.746% due 02/25/2043 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.236% due 12/25/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 - 11/25/2050 (b)(h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 - 11/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,162,117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>78</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.080% due 11/25/2045 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.806% due 09/15/2042 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 03/15/2027 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.106% due 12/15/2034 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.256% due 04/25/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.404% due 03/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.181% due 12/25/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.904% due 10/25/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.154% due 03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ginnie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/20/2042 (a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.737% due 08/20/2042 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.867% due 12/20/2040 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.306% due 08/16/2039 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies (Cost&nbsp;$109,649)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;121,923</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 42.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.546% due 03/25/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.728% due 11/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.600% due 01/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ASG Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.460% due 01/28/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/28/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.764% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.236% due 06/25/2037 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2046 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.650% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/26/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 04/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.122% due 09/20/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.287% due 09/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.731% due 04/20/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.777% due 09/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.464% due 08/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancorp Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.144% due 08/15/2032 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.394% due 08/15/2027 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.834% due 08/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.610% due 05/26/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.659% due 02/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% due 05/26/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.182% due 02/26/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.483% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.003% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.121% due 03/27/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.170% due 03/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.970% due 11/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.009% due 06/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.544% due 01/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.260% due 02/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 08/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;23,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 01/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.529% due 03/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.738% due 04/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.915% due 08/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.088% due 07/25/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.117% due 12/25/2046 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.153% due 09/25/2035 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.187% due 03/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.919% due 04/12/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.702% due 07/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.076% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.191% due 08/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.364% due 03/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.369% due 08/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.539% due 04/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.484% due 03/25/2047 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.573% due 03/20/2047 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 05/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 08/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 05/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 07/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.983% due 11/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.104% due 10/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.814% due 07/20/2035 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.205% due 05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.188% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 04/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.008% due 05/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.274% due 03/25/2046 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.297% due 09/20/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.955% due 02/15/2039 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse First Boston Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.952% due 07/15/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 08/15/2038 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.977% (LIBOR01M) due 11/30/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.506% due 05/27/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 05/26/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,731</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.824% due 12/29/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.915% due 10/26/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.018% due 09/26/2047 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;18,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.112% due 11/27/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.141% due 11/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 04/28/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 05/26/2037 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 05/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBUBS Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% due 11/10/2046 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 07/12/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 07/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.704% due 04/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Epic Drummond Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2022 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.521% due 03/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.089% due 06/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.789% (BP0003M &#043; 1.000%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.039% (BP0003M &#043; 1.250%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.389% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.539% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.039% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,495</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,662</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.289% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.639% due 09/13/2045 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/25/2020 (b)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.864% due 05/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fondo de Titulizacion de Activos UCI</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/16/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/21/2046 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GCCFC Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.830% due 07/10/2038 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.608% due 06/10/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Commercial Mortgage Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.606% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Grifonas Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050% due 08/28/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,808</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSC Capital Corp. Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 05/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.945% due 06/19/2045 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hipocat FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HomeBanc Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.197% due 04/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Loan Obligation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2043 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac Secured Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.910% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,794</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.119% due 06/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930% due 06/27/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.904% due 11/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.293% due 05/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.596% due 06/27/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;11,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.010% due 07/15/2042 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due 01/12/2043 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.821% due 10/15/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.063% due 06/12/2041 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>79</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.412% due 03/21/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/26/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 04/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,716</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lansdowne Mortgage Securities PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.022% due 09/16/2048 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lavender Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 10/26/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.973% due 02/15/2040 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.355% due 06/15/2038 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2038 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.304% due 08/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Alternative Note Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.347% due 03/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.399% due 12/15/2043</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.337% due 08/12/2041 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.296% due 05/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.962% due 06/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley <FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.246% due 02/26/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.333% due 03/26/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.580% due 06/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Natixis Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.394% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,294</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PHH Alternative Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2037 ^(b)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.635% due 09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">575</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 05/25/2032</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 10/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RiverView HECM Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980% due 05/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;15,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.453% due 02/20/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.384% due 09/20/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.614% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.757% due 02/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Theatre Hospitals PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821% due 10/15/2031 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,849</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.190% due 12/15/2024 &laquo;&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.571% due 10/15/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,718</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Bank Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.720% due 10/15/2048 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.595% due 07/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.905% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Warwick Finance Residential Mortgages PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/21/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

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

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/21/2049 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.584% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.284% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.284% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.784% due 12/21/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 01/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.097% (12MTA &#043; 0.970%) due 06/25/2046 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.967% due 05/25/2036 ^&thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.152% due 03/27/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$1,330,818)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,381,783</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 58.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aames Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.394% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,196</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.514% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.024% due 02/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,577</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.499% due 07/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adagio CLO DAC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/30/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aegis Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.884% due 06/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Money Management Corp. CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.657% due 04/14/2029 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.014% due 09/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;13,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.354% due 09/25/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Arbor Realty Commercial Real Estate Notes Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.894% due 04/15/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argent Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.504% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.524% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,964</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argent Securities, Inc. Asset-Backed Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 01/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 02/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.864% due 11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,851</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.679% due 11/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.229% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 03/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.172% due 08/15/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.312% due 03/22/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.604% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.904% due 10/27/2032 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.279% due 12/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.636% due 10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>California Republic Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2025 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carlyle Global Market Strategies CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/17/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Carrington Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.484% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 02/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.824% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cavendish Square Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.632% due 02/11/2055 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.542% due 02/11/2055 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CIFC Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/24/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,997</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 09/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 05/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.104% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.351% due 05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.546% due 12/01/2033 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cork Street CLO Designated Activity Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.200% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coronado CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.003% due 09/04/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/04/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 12/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 03/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;18,056</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 07/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 06/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 05/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 05/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 08/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 05/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 06/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 04/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694% due 10/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.794% due 04/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 03/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.894% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.954% due 05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,994</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.604% due 06/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.651% due 10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">427</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.758% due 10/25/2032 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 03/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.924% due 05/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.129% due 11/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.034% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.947% due 06/15/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Encore Credit Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.094% due 07/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Euromax ABS PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.032% due 11/10/2095 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FAB UK Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 12/06/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fieldstone Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/25/2036 (b)(h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 04/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.349% due 09/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.379% due 05/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fremont Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Glacier Funding CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.835% due 08/04/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greenpoint Manufactured Housing</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.230% due 12/15/2029 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

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

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>80</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

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

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

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

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

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Greystone Commercial Real Estate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.144% due 03/15/2027 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAA Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.058% due 05/25/2035 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.464% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.494% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 04/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.054% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.954% due 10/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Halcyon Loan Advisors European Funding BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/15/2030 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hillcrest CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.793% due 12/10/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.499% due 05/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.604% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 04/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Home Equity Mortgage Loan Asset-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 11/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,544</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 04/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.844% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>House of Europe Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/08/2090 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hout Bay Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.680% due 07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;22,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSI Asset Securitization Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.514% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 12/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.794% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IXIS Real Estate Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.379% due 09/25/2035 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,032</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.462% due 09/25/2029 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.888% due 10/25/2036 ^&thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jubilee CLO BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/15/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.748% due 05/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 02/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.054% due 09/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.109% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/16/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/17/2029 (c)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 06/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 02/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.944% due 12/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.464% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.474% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 10/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 06/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 06/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 09/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 11/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.079% due 09/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.354% due 05/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>New Century Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.404% due 01/25/2033 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nomura Home Equity Loan, Inc. Home Equity Loan&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 10/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.824% due 02/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,899</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ocean Trails CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.635% due 08/13/2025 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 07/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 01/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 01/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 04/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust Asset-Backed&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.864% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.034% due 09/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,878</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Place Securities, Inc. Asset-Backed Pass-Through&nbsp;Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.894% due 08/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.229% due 07/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439% due 03/25/2035 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.529% due 10/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.129% due 02/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;29,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.429% due 12/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Popular ABS Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.094% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.554% due 06/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RAAC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.154% due 05/25/2046 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Renaissance Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.612% due 04/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 01/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,053</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.784% due 01/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.124% due 02/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.180% due 04/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 04/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.005% due 04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.410% due 04/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 11/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 10/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 04/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 04/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.064% due 12/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.529% due 02/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securitized Asset-Backed Receivables LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.544% due 07/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 05/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.674% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 10/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.004% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.064% due 08/25/2035 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan EDC Repackaging Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/28/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,737</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2036 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.909% due 10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 06/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 11/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,803</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 02/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 05/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.354% due 10/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.504% due 09/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Specialty Underwriting&nbsp;&amp; Residential Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 03/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">593</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.379% due 12/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.204% due 05/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.268% due 02/25/2037 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.197% due 07/14/2026 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.497% due 10/15/2025 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Taberna Preferred Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.905% due 05/05/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,863</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.915% due 02/05/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,935</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.940% due 08/05/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.940% due 08/05/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Trapeza CDO LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.702% due 01/20/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wachovia Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.094% due 10/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Home Equity Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 05/25/2036&nbsp;&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$1,751,763)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;1,909,902</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 5.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 01/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/09/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">51,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40.244% (BADLARPP) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.006% (BADLARPP &#043; 2.000%) due 04/03/2022&nbsp;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53.892% (BADLARPP &#043; 3.250%) due 03/01/2020&nbsp;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.705% due 06/21/2020&nbsp;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">453,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.674% (BADLARPP &#043; 3.250%) due 03/29/2024&nbsp;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,686,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous Community of Catalonia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.950% due 02/11/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">117</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Export-Credit Bank of Turkey</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 01/24/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.700% due 08/12/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,894</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,065</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54.501% due 04/12/2025&nbsp;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">738,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/14/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027&nbsp;^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost $241,126)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;188,139</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,994,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>81</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,222,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A.&nbsp;&laquo;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,547,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;&laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forbes Energy Services Ltd.&nbsp;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC &laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $71,437)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;62,141</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,080,118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp. - Exp. 04/28/2024 &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,530,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost $23,162)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;19,238</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 3.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OCP CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 04/26/2028 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 1.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost $104,276)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;116,471</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 1.7%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,572,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$37,244)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>56,702</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 5.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (l) 5.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="53%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.152% due 08/06/2019 - 08/22/2019 (g)(h)(m)(o)(q)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments (Cost&nbsp;$181,484)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>181,486</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities (Cost&nbsp;$5,761,653)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;5,934,823</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN AFFILIATES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="3"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="3"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sierra Hamilton Holder LLC&nbsp;&laquo;(K)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost $7,639)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>8,561</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Affiliates (Cost&nbsp;$7,639)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>8,561</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 183.2% (Cost&nbsp;$5,769,292)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>5,943,384</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(p) (0.2)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $15,260)</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P> <P STYLE="margin-left:0em; text-indent:0em"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(5,672</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (83.0)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;(2,692,742</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>3,244,970</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO CONSOLIDATED SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/26/2017</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">503</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.02</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forbes Energy Services&nbsp;Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/27/2013&nbsp;-&nbsp;03/11/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preylock Reitman Santa Cruz Mezz LLC 7.912% due&nbsp;11/09/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sierra Hamilton Holder&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.26</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Theatre Hospitals PLC 4.190% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/17/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;78,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;72,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>82</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING&nbsp;TRANSACTIONS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BSN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.520</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;107,400</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.000% due&nbsp;12/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(108,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.550</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,500</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 1.875% due&nbsp;04/30/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(163,081</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;160,790</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;160,824</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="35%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(21,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,829</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,795</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(43,381</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/16/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/24/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(44</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/24/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,418</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,967</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,951</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,475</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,341</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/07/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(29,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>83</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/22/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.290</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34,293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/27/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/23/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/03/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/13/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(28,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,454</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.551</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,541</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,548</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/04/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCE</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,462</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37,169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(37,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/30/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,106</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/26/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,992</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,506</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,822</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,892</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>84</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="30%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.604</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,231</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(30,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.693</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11/23/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,096</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(71,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(72,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.592</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55,810</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,799</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,368</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,552</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(45,865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,499</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,664</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(40,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,760</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,779</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,875</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,457</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(38,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,557</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,009</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,724</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>85</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="33%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,387</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,326</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,767</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(789</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,745</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,749</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,567</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,564</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,698</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="8"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,714,602</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER
FINANCING TRANSACTIONS&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(231,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">294,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(175,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(175,008</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;58,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BSN</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;107,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(108,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(56,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">72,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,085</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,948</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(306,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(306,291</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(197,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(197,309</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MZF</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(113,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCE</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(47,075</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(247,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(247,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(166,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(166,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">214,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(297,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(297,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">359,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,641</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(570,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(570,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;126,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Borrowings and Other Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;160,824</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,714,602</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>86</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED&nbsp;BORROWINGS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity of the&nbsp;Agreements
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="49%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(377,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(97,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,088,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(48,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(284,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(205,301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(657,955</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(391,638</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(289,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(157,019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(838,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(33,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(81,273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,148,783</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,143,390</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(422,020</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,714,193</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"></SUP>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(2,714,193</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $3,428,020 have been pledged as collateral under the terms of the above master
agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(2,605,672) at a weighted average interest
rate of 2.944%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Unsettled reverse repurchase agreements liability of $(409) is outstanding at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS:
EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bombardier,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier&nbsp;Communications Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38.762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;31,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">183</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sprint Communications,&nbsp;Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,255</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,419</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(5,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="18%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating&nbsp;Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300%</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;CAD-Bank&nbsp;Bill</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,492</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/18/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">464,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,998</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;168,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">178,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;757</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">825</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;
AUD-BBR-BBSW</FONT></FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(616</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225,275</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,636</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="14" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="14" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;17,101</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(70,657</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(53,556</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,134</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,343</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>87</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation
margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,134</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,134</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,343)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,343)</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $4,643 and cash of $65,722 have been pledged as collateral for exchange-traded
and centrally cleared financial derivative instruments as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity
reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood
or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,571</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116,854</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,816</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">865</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160,658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,814</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">621,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">AUD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CAD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97,285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123,264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">472,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107,257</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122,209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">473,192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(27</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,222,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,446,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">262,979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(619</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,773</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>88</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="38%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">324</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NZD</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,423</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">369,987</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,756</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD COLSPAN="7" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,070</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,033</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.491%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="50%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AAA.6-2&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.110%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/25/2046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,674</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>TOTAL RETURN SWAPS ON
INTEREST RATE&nbsp;INDICES </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="12%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" NOWRAP STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Underlying&nbsp;Reference</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>#&nbsp;of&nbsp;Units</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financing&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">iBoxx USD Liquid High Yield&nbsp;Index</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">N/A</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.387%
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">(3-Month&nbsp;USD-LIBOR)</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Maturity</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="18"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,841</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,341</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;39</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(539</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
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<TD>&nbsp;</TD>
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</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">264</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;413</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(51</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(424</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(701</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">145</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(781</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">571</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(210</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(651</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(651</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(588</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">592</FONT></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(745</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(745</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYI</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,576</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,070</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;39</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;2,109</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,033</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(539</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,572</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>89</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $5,761 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity
reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood
or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for
any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying&nbsp;reference.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. The Fund and Subsidiary are recognized as two separate legal entities. As such, exposure cannot be netted. See Note 8, Master
Netting Arrangements, in the Notes to Financial Statements for more information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Consolidated Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019:
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;649</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,033</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;9,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial
Derivative Instruments on the Consolidated Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,485</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,476</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;11,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;47,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;8,869</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;67,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>90</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="42%"></TD>

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<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

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<TD VALIGN="bottom" WIDTH="5%"></TD>

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<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,626</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(8,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;22,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,359</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="8%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348,891</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">554,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">587,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">693,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">696,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">221,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,060</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Iowa</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Texas</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,898</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,381,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,835,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;65,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,909,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;26,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,076</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,256</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="36%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value&nbsp;at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;108,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,552,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;274,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,934,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,552,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,943,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">108,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,546,438</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,937,712</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is
a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="28%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held&nbsp;at<BR>06/30/2019<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;32,361</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;89,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(16,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;31,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(34,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;85,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(14,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,866</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">75</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>91</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Credit and Mortgage Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="29%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Sales/Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change
in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held&nbsp;at<BR>06/30/2019<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(15,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,928</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,006</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,471</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">272,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(47,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(79,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="41"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;283,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;127,217</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(47,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(34,408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;31,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(79,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;282,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(22,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of
significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level&nbsp;3 of the fair value&nbsp;hierarchy: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="24%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category&nbsp;and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation<BR>Technique</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable&nbsp;Inputs</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input&nbsp;Value(s)<BR>(%&nbsp;Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan&nbsp;Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted&nbsp;Cash&nbsp;Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount&nbsp;Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100.622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">82.500-101.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99.625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">OAS&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617.637&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103.520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New&nbsp;Jersey</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Asset-Backed&nbsp;Securities</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65,981</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">87.120-96,280.380</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,982</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fundamental&nbsp;Valuation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Company&nbsp;Equity&nbsp;Value</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">760,144,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">274,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Affiliates, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common Stocks</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;282,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>92</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_26"></A>Consolidated Schedule of Investments <FONT
STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO Dynamic Income Fund</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Amounts in thousands*, except number of shares, contracts and units, if any) </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INVESTMENTS IN SECURITIES 167.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>LOAN PARTICIPATIONS AND ASSIGNMENTS 11.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Advanz Pharma Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.911% (LIBOR03M &#043; 5.500%) due 09/06/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alphabet Holding Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.902% (LIBOR03M &#043; 3.500%) due 09/26/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">279</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% (LIBOR03M &#043; 4.000%) due 08/14/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avantor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.402% (LIBOR03M &#043; 3.000%) due 11/21/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.162% (LIBOR03M &#043; 2.750%) due 11/27/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CenturyLink, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due 01/31/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CityCenter Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.652% (LIBOR03M &#043; 2.250%) due 04/18/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CommScope, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.652% (LIBOR03M &#043; 3.250%) due 04/06/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 09/02/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dubai World(Cash 2.500% and PIK 1.750%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% (LIBOR03M &#043; 2.500%) due 09/30/2022 (d)~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 10/10/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial&nbsp;&amp; Risk U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,867</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Forest City Enterprises, L.P.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.402% (LIBOR03M &#043; 4.000%) due 12/07/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FrontDoor, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.938% (LIBOR03M &#043; 2.500%) due 08/14/2025 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.160% (LIBOR03M &#043; 3.750%) due 06/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Genworth Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.993% (LIBOR03M &#043; 4.500%) due 03/07/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gray Television, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.931% (LIBOR03M &#043; 2.500%) due 01/02/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.579% (LIBOR03M &#043; 4.000%) due 05/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;15,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.154% (LIBOR03M &#043; 3.750%) due 11/27/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IRB Holding Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.644% (LIBOR03M &#043; 3.250%) due 02/05/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,441</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Klockner-Pentaplast of America, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% (EUR003M &#043; 4.750%) due&nbsp;06/30/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">102</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>McDermott Technology Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.402% (LIBOR03M &#043; 5.000%) due 05/09/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,058</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Messer Industrie GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.830% (LIBOR03M &#043; 2.500%) due 03/01/2026 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MH Sub LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.152% (LIBOR03M &#043; 3.750%) due 09/13/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="60%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ministry of Finance of Tanzania</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.741% (LIBOR03M &#043; 4.600%) due&nbsp;12/10/2019 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Multi Color Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% (PRIME &#043; 1.250%) due&nbsp;10/31/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">39</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NCI Building Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.354% (LIBOR03M &#043; 3.750%) due&nbsp;04/12/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Neiman Marcus Group Ltd. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.972% (LIBOR03M &#043; 5.500%) due&nbsp;10/25/2023 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,509</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.402% (LIBOR03M &#043; 6.000%) due&nbsp;10/25/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.680% (LIBOR03M &#043; 3.250%) due&nbsp;06/30/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 02/22/2049 ^&laquo;(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Panther BF Aggregator LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.902% (LIBOR03M &#043; 3.500%) due&nbsp;04/30/2026~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Parexel International Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;09/27/2024~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">93</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">90</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.670% (LIBOR03M &#043; 4.250%) due&nbsp;03/11/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preylock Reitman Santa Cruz Mezz LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.912% (LIBOR03M &#043; 5.500%) due&nbsp;11/09/2022 &laquo;(k)~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequa Mezzanine Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.560% (LIBOR03M &#043; 5.000%) due&nbsp;11/28/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,569</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.583% (LIBOR03M &#043; 9.000%) due 04/28/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.669% (LIBOR03M &#043; 3.250%) due&nbsp;10/01/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syniverse Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.401% (LIBOR03M &#043; 5.000%) due&nbsp;03/09/2023 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,529</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TerraForm Power Operating LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.402% (LIBOR03M &#043; 2.000%) due&nbsp;11/08/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">99</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>U.S. Renal Care, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD% due 06/13/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.152% (LIBOR03M &#043; 2.750%) due&nbsp;03/15/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>West Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.522% (LIBOR03M &#043; 4.000%) due&nbsp;10/10/2024 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Coal Co. (Cash 12.500% and PIK&nbsp;15.000%)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27.500% (LIBOR03M &#043; 12.500%) due 03/15/2029 &laquo;(d)~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.660% (LIBOR03M &#043; 8.250%) due 03/15/2022 &laquo;~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Loan Participations and Assignments<BR>(Cost $184,785)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;181,919</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CORPORATE BONDS&nbsp;&amp; NOTES 38.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 16.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AGFC Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.347% (US0003M &#043; 1.750%) due&nbsp;01/15/2067 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ally Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 11/01/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac Assurance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/07/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ambac LSNI LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.319% due 02/12/2023 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,039</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ardonagh Midco PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 07/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Athene Holding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.125% due 01/12/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avolon Holdings Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">364</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AXA Equitable Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.350% due 04/20/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 04/20/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banco Bilbao Vizcaya Argentaria S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 02/18/2020 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">234</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of America Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 06/20/2024 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bank of Ireland</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/18/2020&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 11/21/2022 (j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;11,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 01/17/2033 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/15/2019&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.125% due 06/15/2025 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 03/15/2023&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,242</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 09/15/2022&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 12/15/2020&nbsp;&#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 06/15/2024 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BNP Paribas S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/16/2028 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">321</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brookfield Finance, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 01/25/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.700% due 09/20/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cantor Fitzgerald LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 05/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 10/15/2019 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,625</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBL&nbsp;&amp; Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 10/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 12/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Group AG</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/12/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 07/17/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Emerald Bay S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/08/2020 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">69</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fortress Transportation&nbsp;&amp; Infrastructure Investors LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 03/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GE Capital International Funding Co. Unlimited Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.418% due 11/15/2035 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">336</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Growthpoint Properties International Pty. Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.872% due 05/02/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">317</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>High Street Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.682% due 02/15/2048 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Bank PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.330% due 05/23/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HSBC Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 09/28/2026 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/29/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/23/2028 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hunt Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">60</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iStar, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 09/15/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jefferies Finance LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 06/03/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 08/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Kennedy-Wilson, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 04/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lloyds Banking Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 09/27/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 06/27/2023 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 06/27/2029 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LoanCore Capital Markets LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/01/2020 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationstar Mortgage LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,932</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>93</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Navient Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 06/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,784</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newmark Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oppenheimer Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pinnacol Assurance</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 06/25/2034 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Preferred Term Securities Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.790% (US0003M &#043; 0.380%) due&nbsp;09/23/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provident Funding Associates LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 06/15/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Royal Bank of Scotland Group PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 08/10/2020 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 08/10/2025 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 08/15/2021 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sabra Health Care LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.800% due 06/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Santander UK Group Holdings PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/24/2024 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 06/24/2022 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Societe Generale S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 04/06/2028 &#149;(i)(j)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">397</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 10/04/2023 &#149;(i)(j)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,665</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Springleaf Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,089</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 03/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">338</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,025</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stichting AK Rabobank Certificaten</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 12/29/2049 (i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tesco Property Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.052% due 10/13/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Toll Road Investors Partnership LP</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/15/2045 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,642</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TP ICAP PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/26/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UniCredit SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.830% due 12/04/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,729</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unigel Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.500% due 01/22/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Unique Pub Finance Co. PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.659% due 06/30/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,761</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Voyager Aviation Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 08/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,073</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WeWork Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 05/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;258,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 15.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Adient U.S. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 05/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Air Canada Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.700% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Allied Universal Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice Financing S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,920</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Altice France S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 02/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Associated Materials LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.000% due 01/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Avon International Capital PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/15/2022 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Baffinland Iron Mines Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 07/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Americas, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 01/31/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bausch Health Cos., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 05/30/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCPE Cycle Merger Sub, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.625% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Berry Global Escrow Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bioceanico Sovereign Certificate Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/05/2034 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">169</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bombardier, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Buffalo Thunder Development Authority</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/15/2029 &laquo;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.000% due 12/09/2022 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Builders FirstSource, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Catalent Pharma Solutions, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">64</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">65</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Worldwide Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 11/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,452</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cleveland-Cliffs, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Community Health Systems, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/31/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,289</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.625% due 01/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,504</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSC Holdings LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 02/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">328</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAE Funding LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 11/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 11/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Delhi International Airport Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.450% due 06/04/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Diamond Resorts International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 09/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">496</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 09/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;5,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DISH DBS Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 07/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 06/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,226</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eagle Holding Co. LLC (7.750% Cash or 7.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/15/2022 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Envision Healthcare Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.750% due 10/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exela Intermediate LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.000% due 07/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fairstone Financial, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.875% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">691</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Quantum Minerals Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 03/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,988</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 02/15/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Flex Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 06/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fresh Market, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 05/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 03/23/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,933</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Full House Resorts, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.575% due 01/31/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.738% due 02/02/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>General Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 01/21/2021 &#149;(i)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">754</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.550% due 01/05/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 01/14/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.150% due 08/07/2037 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">273</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Go Daddy Operating Co. LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 12/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gran Tierra Energy, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 05/23/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GrubHub Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hilton Domestic Operating Co., Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 01/15/2030</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Huntsman International LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartCommunications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.375% due 05/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.625% Cash or 4.375% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.625% due 05/15/2025 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (3.875% Cash or 4.625% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.000% Cash and 6.750% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 05/15/2027 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IHO Verwaltungs GmbH (6.375% Cash and 7.125% PIK)</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.375% due 05/15/2029 (d)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Connect Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.500% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Jackson Holdings S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 10/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,377</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 07/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">658</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Intelsat Luxembourg S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 06/01/2021 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.125% due 06/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IQVIA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 05/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LABL Escrow Issuer LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 07/15/2026 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mallinckrodt International Finance S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Melco Resorts Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 04/26/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Metinvest BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.500% due 04/23/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MGM China Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Micron Technology, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.327% due 02/06/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Netflix, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 11/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,717</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;2,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 05/15/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">906</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Norbord, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 07/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ortho-Clinical Diagnostics, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 05/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,101</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Outfront Media Capital LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 08/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Par Pharmaceutical, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Park Aerospace Holdings Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 03/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/15/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,412</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petroleos Mexicanos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 03/13/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.750% due 09/21/2047 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PetSmart, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.875% due 06/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Platin GmbH</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 06/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Post Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/15/2029 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>QVC, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.950% due 03/15/2043 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Radiate Holdco LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">161</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Refinitiv U.S. Holdings, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 05/15/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rockpoint Gas Storage Canada Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 03/31/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sands China Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 08/08/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 08/08/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/08/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,352</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Scientific Games International, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 02/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>94</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sirius XM Radio, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 07/15/2024 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">126</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/01/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">251</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Staples, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 04/15/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">376</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.750% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Starfruit Finco BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 10/01/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Syngenta Finance NV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.441% due 04/24/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.892% due 04/24/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">209</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.182% due 04/24/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">T-Mobile</FONT> USA, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Telenet Finance Luxembourg Notes SARL</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 03/01/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">170</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Co. BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 11/10/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Teva Pharmaceutical Finance Netherlands BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.375% due 07/25/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.200% due 07/21/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 04/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Topaz Solar Farms LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,874</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 09/30/2039 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Pontus Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.125% due 08/01/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">380</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Triumph Group, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 04/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 06/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>United Group BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 07/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.875% due 07/01/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Univision Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 05/15/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 02/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,753</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Vale Overseas Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/10/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">520</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/21/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 11/10/2039</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ViaSat, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 09/15/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.625% due 04/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Virgin Media Secured Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VOC Escrow Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 02/15/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">134</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wind Tre SpA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.625% due 01/20/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750% due 01/20/2024 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">450</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.125% due 01/20/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">227</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wyndham Destinations, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.900% due 03/01/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 03/01/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 04/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wynn Macau Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 10/01/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">293</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;252,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 6.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AT&amp;T, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 08/15/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">141</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Edison International</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.400% due 09/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 06/15/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Frontier Communications Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.000% due 04/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Gazprom Neft OAO Via GPN Capital S.A.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.375% due 09/19/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/27/2023 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Drilling Norbe Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 12/01/2021 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,617</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Odebrecht Offshore Drilling Finance Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.720% due 12/01/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,706</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Pacific Gas&nbsp;&amp; Electric Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.450% due 08/15/2022 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.950% due 03/01/2026 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 09/15/2021 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 03/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,613</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.300% due 12/01/2027 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,944</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.400% due 08/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">727</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 10/01/2020 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500% due 06/15/2025 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 02/15/2024 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">615</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750% due 08/15/2042 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.850% due 11/15/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 12/01/2046 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 05/15/2021 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.250% due 08/01/2023 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.300% due 03/15/2045 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 12/15/2041 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.600% due 06/15/2043 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.650% due 08/01/2028 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,633</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.750% due 02/15/2044 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.125% due 11/15/2043 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 01/15/2040 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.800% due 03/01/2037 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,885</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.050% due 03/01/2034 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 03/01/2039 ^(e)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 02/15/2038 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">837</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Petrobras Global Finance BV</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 02/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">708</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.999% due 01/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 12/14/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/16/2034 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">993</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.850% due 06/05/2115</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/17/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rio Oil Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 04/06/2028 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">371</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 07/06/2024 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,832</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.750% due 01/06/2027 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Southern California Edison Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.650% due 03/01/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/15/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.650% due 04/01/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">216</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Communications, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/15/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sprint Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">543</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Talen Energy Supply LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.625% due 01/15/2028 (c)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Poseidon Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.875% due 02/01/2027</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Transocean Sentry Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.375% due 05/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Corporate Bonds&nbsp;&amp; Notes<BR>(Cost $593,848)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;615,145</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONVERTIBLE BONDS&nbsp;&amp; NOTES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 10/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Convertible Bonds&nbsp;&amp; Notes<BR>(Cost $8,201)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>7,533</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MUNICIPAL BONDS&nbsp;&amp; NOTES 0.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ILLINOIS 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chicago, Illinois General Obligation Bonds, Series 2015</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.375% due 01/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.750% due 01/01/2042</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, (BABs), Series&nbsp;2010</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.725% due 04/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">81</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350% due 07/01/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Illinois State General Obligation Bonds, Series 2003</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.100% due 06/01/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>TEXAS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Texas Public Finance Authority Revenue Notes, Series&nbsp;2014</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 07/01/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WEST VIRGINIA 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series
2007</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/01/2047 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Municipal Bonds&nbsp;&amp; Notes<BR>(Cost $7,130)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>7,118</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. GOVERNMENT AGENCIES 3.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fannie Mae</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.516% due 07/25/2041 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,010</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.666% due 10/25/2040 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.946% due 12/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">205</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.116% due 09/25/2037 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.246% due 11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.316% due 06/25/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.510% due 02/25/2038 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.576% due 03/25/2038 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,623</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">310</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.696% due 06/25/2023 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">79</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.954% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,830</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.965% due 01/25/2041 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,714</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.154% due 07/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Freddie Mac</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 02/25/2046 -<BR>11/25/2050 (b)(h)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.100% due 02/25/2046 -<BR>11/25/2050 (a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">518,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.080% due 11/25/2045 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.016% due 05/15/2037 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.076% due 07/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.186% due 09/15/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.256% due 04/25/2025 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.306% due 04/15/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">925</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">112</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.386% due 09/15/2036 &#149;(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.230% due 09/15/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.554% due 10/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.889% due 09/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">76</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11.404% due 03/25/2029 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12.904% due 10/25/2028 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">683</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13.154% due 03/25/2025 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,303</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total U.S. Government Agencies<BR>(Cost $56,338)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;61,501</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">NON-AGENCY</FONT> MORTGAGE-BACKED SECURITIES 59.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alba PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.046% due 12/15/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.694% due 08/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,035</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.944% due 11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>American Home Mortgage Investment Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.004% due 09/25/2045 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.304% due 02/25/2044 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2046</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">94</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,393</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.593% due 04/20/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.640% due 08/25/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,930</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.833% due 02/20/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.225% due 01/20/2047 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.285% due 03/20/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.475% due 01/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">304</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>95</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.119% due 07/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,934</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Banc of America Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.647% due 01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.747% due 10/20/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bancaja Fondo de Titulizacion de Activos</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Barclays Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.394% due 08/15/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,877</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bayview Commercial Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.834% due 08/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">98</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">97</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BCAP LLC Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.736% due 04/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,735</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.109% due 02/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,319</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.222% due 11/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,588</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.269% due 07/26/2045 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.525% due 07/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,191</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.757% due 10/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.780% due 06/26/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.161% due 03/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/26/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Adjustable Rate Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.027% due 06/25/2047 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,912</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns <FONT STYLE="white-space:nowrap">ALT-A</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 02/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,806</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.999% due 11/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,818</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.153% due 09/25/2035 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRAD Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.189% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.550% due 03/12/2021 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,709</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.398% due 12/11/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CD Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.688% due 10/15/2048</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Chase Mortgage Finance Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.974% due 01/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,335</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,715</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.044% due 03/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.774% due 12/10/2049 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.291% due 09/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,581</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.409% due 10/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.980% due 03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">301</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.132% due 02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,430</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Commercial Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.237% due 12/10/2049 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,195</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.797% due 12/25/2035 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,153</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">436</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.661% due 12/25/2035 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 09/25/2046 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;10,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.075% due 06/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.364% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,916</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.746% due 07/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 02/25/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,410</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 01/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">122</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 04/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,938</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 01/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">173</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/01/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">344</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 01/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 02/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">680</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,028</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,095</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,159</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,943</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24.574% due 05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Loan Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">546</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.004% due 03/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.857% due 11/20/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.274% due 03/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.311% due 06/25/2047 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">43</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 12/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">118</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">232</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">192</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.943% due 02/27/2047 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">46,886</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;28,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.998% due 07/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,884</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.226% due 04/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.342% due 06/25/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,402</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/26/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,451</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 08/27/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,121</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.896% due 04/25/2036 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,034</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,333</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit Suisse Mortgage Capital Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/26/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,651</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,654</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Debussy DTC PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.930% due 07/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">25,249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 07/12/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deutsche <FONT STYLE="white-space:nowrap">ALT-A</FONT> Securities, Inc. Mortgage Loan
Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 10/25/2021 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">285</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Epic Drummond Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2022 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eurosail PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,228</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.789% (BP0003M &#043; 1.000%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.039% (BP0003M &#043; 1.250%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,858</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.539% (BP0003M &#043; 1.750%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,149</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.289% (BP0003M &#043; 3.500%) due&nbsp;06/13/2045 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,793</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Alternative Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.269% due 08/25/2035 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,236</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.696% due 11/25/2036 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Horizon Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Fondo de Titulizacion de Activos UCI</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/16/2049 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,286</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GC Pastor Hipotecario FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 06/21/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GreenPoint Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 12/25/2046 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Grifonas Finance PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.050% due 08/28/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GS Mortgage Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.744% due 10/10/2032 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,531</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSR Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.576% due 11/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 08/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">842</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HarborView Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.630% due 03/19/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890% due 01/19/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,098</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,677</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.033% due 06/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,839</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.283% due 06/20/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hipocat FTA</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/24/2039 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,470</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IM Pastor Fondo de Titluzacion Hipotecaria</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/22/2043 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,868</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac CMB Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.124% due 10/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">223</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Impac Secured Assets Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.514% due 05/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 11/25/2046 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.654% due 02/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,856</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,015</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.704% due 07/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">537</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">443</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560% due 03/25/2037 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">33</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.835% due 06/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,673</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.907% due 02/25/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">343</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;17,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.904% due 11/25/2036 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">876</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.960% due 12/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,513</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,051</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="59%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Chase Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.659% due 06/15/2045 ~(a)(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.806% due 01/12/2043 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,188</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.151% due 10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.308% due 06/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,647</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lavender Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,283</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 11/26/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,453</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,699</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">LB-UBS</FONT> Commercial Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.482% due 02/15/2040 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,587</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.973% due 02/15/2040 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,004</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2036 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">608</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">527</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 09/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,744</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.250% due 09/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31,666</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,431</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 07/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,688</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 07/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,550</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,097</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Adjustable Rate Mortgages Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 05/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,853</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;18,388</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.084% due 05/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,262</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.754% due 03/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,439</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.804% due 03/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,016</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Merrill Lynch Mortgage Investors Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.542% due 05/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,766</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley <FONT STYLE="white-space:nowrap">Re-REMIC</FONT> Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.481% due 09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.563% due 07/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,972</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.061% due 01/26/2035 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,087</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.061% due 02/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/26/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,969</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,011</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Mortgage Equity Conversion Asset Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.000% due 07/25/2060</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,091</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Motel 6 Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.321% due 08/15/2019 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,164</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Natixis Commercial Mortgage Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.394% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.394% due 11/15/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Newgate Funding PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.932% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.986% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.182% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,325</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,607</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.036% due 12/15/2050 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nomura Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.955% due 09/26/2035 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NovaStar Mortgage Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.836% due 09/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">440</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBSSP Resecuritization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.553% due 05/26/2037 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.730% due 07/26/2045 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 03/26/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,093</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Accredit Loans, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.584% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,946</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,292</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 05/25/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,929</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.504% due 01/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.758% due 01/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">507</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 08/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">765</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2036</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">282</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,774</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.000% due 10/25/2037 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,012</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,063</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securitization Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 07/25/2035</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">696</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 08/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,694</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Funding Mortgage Securities, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.464% due 08/25/2036 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.850% due 11/25/2035 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,219</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rite Aid Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.783% due 01/02/2021 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,391</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RiverView HECM Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980% due 05/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sequoia Mortgage Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.753% due 07/20/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>96</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="56%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.583% due 10/20/2027 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">922</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">902</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Adjustable Rate Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.146% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,244</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.159% due 08/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.420% due 04/25/2047 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,332</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Mortgage Investments Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 07/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,909</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,910</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.744% due 03/25/2037 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">772</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">458</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.245% due 02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,669</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SunTrust Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.746% due 04/25/2036 ^&#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,448</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBW Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.500% due 07/25/2036 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Theatre Hospitals PLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821% due 10/15/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,493</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,526</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821% due 10/15/2031 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,139</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,184</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.190% due 12/15/2024 &laquo;&#149;(k)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.571% due 10/15/2031 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">914</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>WaMu Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.345% due 07/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">584</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.824% due 06/25/2044 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.254% due 06/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,514</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.314% due 07/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,857</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.384% due 10/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">408</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.897% due 02/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.941% due 03/25/2037 ^~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,556</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Washington Mutual Mortgage Pass-Through Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 01/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,978</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.004% due 07/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,213</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Alternative Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.891% due 07/25/2037 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.750% due 07/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">340</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.222% due 04/27/2036 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,660</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Wells Fargo Mortgage-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 07/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/25/2036 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">271</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">266</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 04/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">937</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 06/25/2037 ^</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">199</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total <FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed Securities (Cost
$791,572)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;946,360</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ASSET-BACKED SECURITIES 38.6%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ACE Securities Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.364% due 08/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.504% due 09/25/2034 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">740</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">736</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Asset-Backed Funding Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 03/25/2034 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">958</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bear Stearns Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.954% due 06/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,826</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.566% due 10/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,748</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.564% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.624% due 12/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.104% due 11/25/2046 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.886% due 03/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.852% due 05/25/2036 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">484</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">277</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Citigroup Mortgage Loan Trust, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 03/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.060% due 02/01/2031 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.500% due 03/01/2030 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,811</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Conseco Finance Securitizations Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.163% due 03/01/2033 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Cork Street CLO Designated Activity Co.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 11/27/2028 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,667</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,197</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,365</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.500% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.200% due 11/27/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coronado CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.003% due 09/04/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 09/04/2038</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,782</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.534% due 12/25/2036 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.574% due 06/25/2047 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,168</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2037 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,915</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,185</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.604% due 06/25/2047 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,038</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.664% due 01/25/2046 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,382</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.824% due 06/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,657</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.449% due 02/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.763% due 07/25/2036 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 03/25/2047 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,655</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,995</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.134% due 04/25/2036 ^&#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">21,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.754% due 11/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.859% due 10/25/2046 ^~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,432</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Asset-Backed Certificates, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.204% due 03/25/2033 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Countrywide Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.657% due 03/25/2034 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Crecera Americas LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.563% due 08/31/2020 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization CBO&nbsp;Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.724% due 09/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Credit-Based Asset Servicing&nbsp;&amp; Securitization LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 10/25/2036 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,751</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CSAB Mortgage-Backed Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.500% due 05/25/2037 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ECAF Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.947% due 06/15/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,369</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EMC Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.344% due 04/25/2042 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.779% due 04/25/2042 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,813</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>First Franklin Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.874% due 11/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,536</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 12/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,487</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Glacier Funding CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.835% due 08/04/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,274</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,518</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GMAC Mortgage Corp. Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.749% due 12/25/2037 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,791</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,848</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GSAMP Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.279% due 06/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,253</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hout Bay Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.680% due 07/05/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hyundai Auto Receivables Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000% due 12/15/2022 &laquo;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,094</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IndyMac Home Equity Mortgage Loan Asset-Backed&nbsp;Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.348% due 12/25/2031 ^&thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">599</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">248</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPMorgan Mortgage Acquisition Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.024% due 12/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">KGS-Alpha</FONT> SBA COOF Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.105% due 04/25/2038 &laquo;~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,908</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Lehman XS Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.170% due 06/24/2046 &thorn;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Long Beach Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.594% due 02/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.924% due 08/25/2045 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,247</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;27,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.109% due 11/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,375</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 02/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.454% due 06/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,406</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Marlette Funding Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/17/2029 (c)(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MASTR Asset-Backed Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.554% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,739</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.974% due 01/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">396</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Mid-State</FONT> Capital Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.742% due 10/15/2040 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley ABS Capital, Inc. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.504% due 11/25/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.734% due 02/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.439% due 01/25/2035 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,963</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Morgan Stanley Home Equity Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.634% due 04/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>National Collegiate Commutation Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2038 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,177</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="54%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Oakwood Mortgage Investors, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.840% due 11/15/2029 ~(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,841</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,055</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.490% due 10/15/2030 ^(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ocean Trails CLO</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.635% due 08/13/2025 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,497</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Option One Mortgage Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.764% due 01/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,437</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Popular ABS Mortgage Pass-Through Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.654% due 08/25/2035 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,663</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,768</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Mortgage Products Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.379% due 04/25/2034 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,302</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,238</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Residential Asset Securities Corp. Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.644% due 08/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,646</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Saxon Asset Securities Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.854% due 11/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,692</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan EDC Repackaging Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/28/2029 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,624</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SLM Student Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2042 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SMB Private Education Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 10/15/2048 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,351</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SoFi Professional Loan Program LLC</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 03/25/2036 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 01/25/2039 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 05/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 07/25/2040 &laquo;(h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">47</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.000% due 09/25/2040 (h)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,003</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,297</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soloso CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.909% due 10/07/2037 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,936</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Soundview Home Loan Trust</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.684% due 06/25/2037 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,976</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.904% due 03/25/2036 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,905</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,473</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>South Coast Funding Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.849% due 01/06/2041 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Structured Asset Securities Corp.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.404% due 05/25/2032 ^&#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Symphony CLO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.197% due 07/14/2026 &#149;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Tropic CDO Ltd.</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.917% due 07/15/2036 &#149;</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Asset-Backed Securities (Cost&nbsp;$575,245)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;619,401</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SOVEREIGN ISSUES 5.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Argentina Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.375% due 01/15/2023</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.380% due 12/31/2038 &thorn;(m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.875% due 01/15/2022 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,801</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.250% due 01/15/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">249</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.250% due 11/09/2047</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">83</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,345</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,490</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.820% due 12/31/2033</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">378</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40.244% (BADLARPP &#043; 0.000%) due&nbsp;10/04/2022 ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">138</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.006% (BADLARPP &#043; 2.000%) due&nbsp;04/03/2022 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">147,204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,984</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53.892% (BADLARPP &#043; 3.250%) due&nbsp;03/01/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63.705% (ARLLMONP) due&nbsp;06/21/2020 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous City of Buenos Aires Argentina</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52.674% due&nbsp;03/29/2024 &#149;(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">866,312</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Autonomous Community of Catalonia</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.900% due 09/15/2021</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.950% due 02/11/2020</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Export-Credit Bank of Turkey</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 01/24/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">628</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peru Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.400% due 08/12/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.700% due 08/12/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">59</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.940% due 02/12/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,395</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.350% due 08/12/2028</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,792</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.900% due 08/12/2037</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.950% due 08/12/2031</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.200% due 08/12/2026</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,269</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>97</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="57%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PRINCIPAL<BR>AMOUNT<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Provincia de Buenos Aires</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54.501% due 04/12/2025 ~(a)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">350,670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Turkey Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250% due 06/14/2025</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.625% due 03/31/2025 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,566</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.200% due 02/16/2026 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,728</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.625% due 04/26/2029 (m)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Venezuela Government International Bond</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6.000% due 12/09/2020 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">590</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8.250% due 10/13/2024 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9.250% due 09/15/2027 ^(e)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">215</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Sovereign Issues (Cost&nbsp;$106,625)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;85,888</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMON STOCKS 1.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Clear Channel Outdoor Holdings, Inc. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,495,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,057</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc. &#145;A&#146; (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">82,474</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CONSUMER DISCRETIONARY 1.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Caesars Entertainment Corp.&nbsp;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,283,486</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Desarrolladora Homex S.A.B. de C.V. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">719,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Urbi Desarrollos Urbanos S.A.B. de C.V. (f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">95,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:32%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="63%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ENERGY 0.1%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. &laquo;(f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,240,061</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Dommo Energia S.A. SP - ADR&nbsp;&laquo;(f)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INDUSTRIALS 0.0%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Westmoreland Mining Holdings&nbsp;LLC &laquo;(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>UTILITIES 0.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (f)(k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,054</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eneva S.A. (k)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,648</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TexGen Power LLC &laquo;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">130,864</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Common Stocks (Cost&nbsp;$38,372)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;29,776</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>WARRANTS 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>COMMUNICATION SERVICES 0.5%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>iHeartMedia, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">537,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Warrants (Cost&nbsp;$9,849)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>8,084</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PREFERRED SECURITIES 1.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BANKING&nbsp;&amp; FINANCE 1.4%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2" COLSPAN="13"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Nationwide Building Society</B></FONT></P></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10.250% ~</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119,246</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Preferred Securities (Cost&nbsp;$24,637)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>22,923</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:31%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHARES</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>MARKET<BR>VALUE<BR>(000S)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE INVESTMENT TRUSTS 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REAL ESTATE 0.8%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="2"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD>
<TD HEIGHT="2" COLSPAN="2"></TD>
<TD HEIGHT="2" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>VICI Properties, Inc.</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">594,589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Real Estate Investment Trusts (Cost&nbsp;$7,462)</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>13,105</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SHORT-TERM INSTRUMENTS 5.2%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REPURCHASE AGREEMENTS (l) 4.3%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="12"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. TREASURY BILLS 0.9%</B></FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>&nbsp;</B></FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.149% due 07/23/2019 - 08/29/2019 (g)(h)(o)(q)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,913</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Short-Term Instruments<BR>(Cost $82,050)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>82,051</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments in Securities<BR>(Cost $2,486,114)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>2,680,804</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4" COLSPAN="9"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Investments 167.2%<BR>(Cost $2,486,114)</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;2,680,804</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative<BR>Instruments (n)(p) (0.5)%</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px; margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(Cost or Premiums, net $(24,497))</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(7,622</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="9"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Assets and Liabilities, net (66.7)%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(1,069,814</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="9" VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="6"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Assets 100.0%</B></FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>1,603,368</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="6" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>NOTES TO CONSOLIDATED SCHEDULE OF&nbsp;INVESTMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>*</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>A zero balance may reflect actual amounts rounding to less than one&nbsp;thousand. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>^</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is in&nbsp;default. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&laquo;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security valued using significant unobservable inputs (Level&nbsp;3). </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>~</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are
not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a
reference rate and/or spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&#149;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and
may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their&nbsp;description. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&thorn;</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in
effect as of period&nbsp;end. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(a)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interest only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(b)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal only&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(c)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>When-issued&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(d)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payment <FONT STYLE="white-space:nowrap">in-kind&nbsp;security.</FONT> </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(e)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security is not accruing income as of the date of this&nbsp;report. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(f)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Security did not produce income within the last twelve&nbsp;months. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(g)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Coupon represents&nbsp;a weighted average&nbsp;yield to&nbsp;maturity. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(h)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Zero coupon&nbsp;security. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(i)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Perpetual maturity; date shown, if applicable, represents next contractual call&nbsp;date. </B></FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(j)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Contingent convertible&nbsp;security. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(k)&nbsp;&nbsp;RESTRICTED&nbsp;SECURITIES: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="52%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Issuer&nbsp;Description</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Acquisition<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>as&nbsp;Percentage<BR>of Net&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Buffalo Thunder Development Authority 0.000% due&nbsp;11/15/2029</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/08/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Dommo Energia&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">12/21/2017&nbsp;-&nbsp;12/26/2017</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">322</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.05</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Eneva&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">237</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.01</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pinnacol Assurance 8.625% due&nbsp;06/25/2034</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/23/2014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.66</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preylock Reitman Santa Cruz Mezz LLC 7.912% due&nbsp;11/09/2022</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/09/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Theatre Hospitals PLC 4.190% due&nbsp;12/15/2024</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/17/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Westmoreland Mining Holdings&nbsp;LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/26/2109</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.00</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;16,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;17,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.07</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>98</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING&nbsp;TRANSACTIONS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(l)&nbsp;&nbsp;REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Lending<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Principal<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateralized&nbsp;By</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreements,<BR>at&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.000</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.250% due&nbsp;03/31/2021</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.380</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,400</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Bonds 2.875% due&nbsp;08/15/2045</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SGY</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.570</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/28/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/01/2019</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;62,100</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury Notes 2.500% due&nbsp;01/15/2022</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(63,372</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(69,577</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;68,172</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;68,186</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>REVERSE
REPURCHASE&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="32%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,212</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,229</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.488</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,859</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,939</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.589</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,524</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.639</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,907</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,985</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,528</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.850</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(697</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,311</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,313</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,827</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,836</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(630</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,742</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,746</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.390</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17,389</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(17,409</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(64,181</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,189</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,207</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/14/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(84</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/24/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,464</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,525</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,398</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,417</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/24/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,024</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,379</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.385</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,206</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,678</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,690</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.586</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,911</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(366</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">01/31/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,426</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.270</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,042</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.320</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,203</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,460</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.300</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,901</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,334</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,241</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,092</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,331</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(974</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,239</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(252</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(32,719</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41,579</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,785</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,358</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,549</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/29/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(65,890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(66,086</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.821</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2018</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,263</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(42,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/01/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,554</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,702</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/05/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,609</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,734</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,353</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,357</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,158</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>99</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="34%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Borrowing<BR>Rate<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Amount<BR>Borrowed<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.601</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#037;
&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/04/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,953</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,977</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,129</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,155</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/18/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,081</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,088</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(572</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(573</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.650</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(687</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,594</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,635</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.080</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,067</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,079</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,835</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,882</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.560</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,676</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,783</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/16/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,041</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,072</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/27/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/23/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,960</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19,146</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.726</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,834</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,873</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4.444</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/31/2017</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,723</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,720</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.481</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/24/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.522</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,805</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,845</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.743</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,425</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(21,461</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24,403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.780</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,606</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,348</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.090</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,559</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,570</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,823</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,844</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,725</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,831</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,014</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,429</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/03/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(771</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,796</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.468</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,163</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.472</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,547</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,578</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.478</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,855</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,897</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.512</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,679</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.538</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/17/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,131</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(362</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/22/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(695</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,802</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(0.200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.950</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/28/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,563</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,986</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/15/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,428</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,817</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/29/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8,479</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.840</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.860</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(467</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.890</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,640</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,152</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.900</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(644</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.940</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/19/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,775</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,602</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,846</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.970</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(921</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(924</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.980</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/13/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,230</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.990</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/12/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,480</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,482</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">02/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,721</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,137</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,620</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,675</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">TBD</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,833</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(598</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.030</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/11/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,511</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.040</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,788</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,798</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,732</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,752</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,062</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,074</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/20/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,175</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,186</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(354</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(355</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/14/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,769</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/21/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,202</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.140</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.150</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/04/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/05/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,405</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.160</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/06/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,596</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,643</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.540</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">04/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/25/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,307</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,316</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,060,687</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>100</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>BORROWINGS AND OTHER FINANCING TRANSACTIONS&nbsp;SUMMARY
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary by counterparty of
the market value of Borrowings and Other Financing Transactions and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="39%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Repurchase<BR>Agreement<BR>Proceeds<BR>to&nbsp;be<BR>Received<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR>Reverse<BR>Repurchase<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payable&nbsp;for<BR><FONT STYLE="white-space:nowrap">Sale-Buyback</FONT><BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Borrowings and<BR>Other&nbsp;Financing<BR>Transactions</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;
Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Global/Master Repurchase&nbsp;Agreement</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(18,653</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,941</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,288</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(130,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(130,539</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">163,420</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,881</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88,758</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;116,214</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;27,456</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CFR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(416</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">466</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DBL</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(38,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">53,318</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">14,614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FICC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">672</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(689</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FOB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(12,446</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,469</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">IND</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,050</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JML</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(90,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(90,843</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">106,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MEI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6,568</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,013</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSB</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(143,889</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">200,971</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57,082</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">NOM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36,521</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(31,120</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,284</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,595</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RCY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,661</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,329</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,668</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RDR</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,629</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,686</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">57</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RTA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(62,558</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,682</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SBI</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,807</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">48,812</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,005</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SGY</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(63,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,260</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SOG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(167,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">204,786</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">37,459</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(186,047</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">213,996</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">27,949</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings&nbsp;and&nbsp;Other&nbsp;Financing&nbsp;Transactions</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;68,186</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,060,687</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CERTAIN TRANSFERS ACCOUNTED
FOR AS SECURED&nbsp;BORROWINGS </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Remaining Contractual Maturity
of the&nbsp;Agreements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Overnight&nbsp;and<BR>Continuous</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Up&nbsp;to&nbsp;30&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">31-90&nbsp;days</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Greater&nbsp;Than&nbsp;90&nbsp;days</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Reverse Repurchase&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(154,434</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(207,327</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(63,585</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(425,346</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(25,790</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,422</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(46,411</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(234,026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(108,505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(388,942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(26,123</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(69,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(88,703</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(184,447</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,555</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(29,975</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35,530</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total&nbsp;Borrowings</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(258,313</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(541,581</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(260,793</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,060,687</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Payable for reverse repurchase&nbsp;agreements<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(1,060,687</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(m)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $1,338,064 and cash of $2,430 have been pledged as collateral under the terms of
the above master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes accrued&nbsp;interest. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The average amount of borrowings outstanding during the period ended June&nbsp;30, 2019 was $(1,002,812) at a weighted average interest
rate of 3.080%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the&nbsp;period. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Open maturity reverse repurchase&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from
borrowings and other financing transactions can only be netted across transactions governed under the same master agreement with the same legal entity. See Note 8, Master Netting Arrangements, in the Notes to Financial Statements for more
information regarding master netting&nbsp;arrangements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(n)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY&nbsp;CLEARED </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TD></TD>
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<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT>
</TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">38.762</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;14,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(505</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(3,583</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(49</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Frontier Communications&nbsp;Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">30.838</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(442</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">General Electric&nbsp;Co.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2023</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.809</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">171</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(815</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,187</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,002</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>101</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>INTEREST RATE&nbsp;SWAPS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="22%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="13%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Pay/Receive <BR>Floating&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Floating Rate&nbsp;Index</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market<BR>Value</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.750%</FONT></TD>
<TD NOWRAP VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/21/2026</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">303,000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,433</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,610</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2027</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,071</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(127</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Pay</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/19/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">210,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,144</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,611</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(370</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/15/2036</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,952</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">979</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(973</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">03/20/2043</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,545</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/18/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,516</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,165</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,681</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">70</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/17/2044</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">44,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,956</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,339</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(11,295</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">254</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/17/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">45,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,730</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5,747</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">261</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/16/2045</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(363</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(415</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Semi-Annual</FONT></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">287</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(465</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(178</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">3-Month&nbsp;USD-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/19/2048</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119,800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,852</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(22,201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(20,349</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">770</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.750</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,400</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(180</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,116</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(82</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(37</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;EUR-EURIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(259</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(162</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(421</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(19</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2029</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">89,870</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(652</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,895</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">87</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Receive<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">6-Month&nbsp;GBP-LIBOR</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Semi-Annual</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/18/2049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(225</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,394</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(39,917</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="12" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD COLSPAN="4" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="15"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;3,579</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(43,104</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(39,525</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,733</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,059</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="18" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the market value and variation margin of Exchange-Traded or Centrally Cleared Financial Derivative Instruments as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Asset</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Variation&nbsp;Margin<BR>Liability</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Futures</B></FONT></TD>
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<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Exchange-Traded or Centrally&nbsp;Cleared</B></FONT></P></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,733</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,733</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,059)</B></FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(1,059)</B></FONT></TD>
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</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(o)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $2,956 and cash of $25,124 have been pledged as collateral for exchange-traded
and centrally cleared financial derivative instruments as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
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<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity
reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood
or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">This instrument has a forward starting effective date. See Note 2, Securities Transactions and Investment Income, in the Notes to
Financial Statements for further&nbsp;information. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT
STYLE="font-family:Arial Narrow" SIZE="1"><B>(p)&nbsp;&nbsp;FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE&nbsp;COUNTER </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FORWARD FOREIGN CURRENCY&nbsp;CONTRACTS: </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" WIDTH="3%"></TD>
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<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,367</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,713</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,103</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">269,510</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,306</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">127,645</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">280</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">153,847</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">193</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">581,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,037</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">88</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>102</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="37%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="3%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Settlement<BR>Month</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Delivered</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="4" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Currency to<BR>be&nbsp;Received</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="border-bottom:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized&nbsp;Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">121,296</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">154,083</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(198</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">778</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,631</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,308</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,208</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">947</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,685</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MXN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">307,220</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63,862</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52,707</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">58,820</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,113</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,399</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,776</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">166,542</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,356</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(392</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,143</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">71</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">ARS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,515</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,130</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RUB</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">829,268</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">591</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,124</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">08/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">PEN</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">167</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">50</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">EUR</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,342</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,759</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GBP</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">119,477</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">151,222</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(508</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">07/2019</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRL</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,142</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Forward Foreign Currency&nbsp;Contracts</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,404</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,445</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="16" VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>SWAP&nbsp;AGREEMENTS:
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT DEFAULT SWAPS ON
CORPORATE ISSUES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="37%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Reference&nbsp;Entity</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Implied<BR>Credit&nbsp;Spread&nbsp;at<BR>June&nbsp;30,&nbsp;2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">%&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,600</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,243</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,278</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">800</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(218</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,931</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,070</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,099</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">29</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.861</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(78</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="4"></TD>
<TD HEIGHT="4" COLSPAN="2"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD>
<TD HEIGHT="4" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">09/20/2020</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">240</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(34</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Petrobras Global Finance&nbsp;BV</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1.000</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Quarterly</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">06/20/2021</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.632</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,200</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,968</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,022</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">54</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="top"></TD>
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<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(4,627</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;4,755</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom">&nbsp;</TD>
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<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>CREDIT
DEFAULT SWAPS ON CREDIT INDICES - SELL&nbsp;PROTECTION<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="45%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

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<TD></TD>
<TD></TD>
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<TD></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Index/Tranches</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fixed<BR>Receive&nbsp;Rate</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Payment<BR>Frequency</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Maturity<BR>Date</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ROWSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Notional<BR>Amount<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Premiums<BR>Paid/(Received)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ROWSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation/<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" ROWSPAN="2" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap&nbsp;Agreements,<BR>at&nbsp;
Value<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Asset</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Liability</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">ABX.HE.AA.6-2&nbsp;Index</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.170%</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Monthly</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">05/25/2046</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">26,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23,449</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,066</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="3" VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="20"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Swap&nbsp;Agreements</B></FONT></P></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(28,076</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;20,821</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;128</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,383</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD COLSPAN="20" VALIGN="top"></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FINANCIAL DERIVATIVE
INSTRUMENTS: OVER THE COUNTER&nbsp;SUMMARY </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The
following is a summary by counterparty of the market value of OTC financial derivative instruments and collateral pledged/(received) as of June&nbsp;30,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BOA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(23</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BPS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;35</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;597</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(211</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(194</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BRC</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">6</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">67</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(5</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">62</FONT></TD>
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<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CBK</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">34</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(36</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">DUB</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">FBF</FONT></P></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(7,383</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,419</FONT></TD>
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<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">36</FONT></TD>
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<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GLM</FONT></P></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(1,114</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,107</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>103</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="34%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="14" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Financial Derivative&nbsp;Liabilities</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Counterparty</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchased<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Forward<BR>Foreign<BR>Currency<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Written<BR>Options</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Swap<BR>Agreements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total<BR>Over&nbsp;the<BR>Counter</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Market<BR>Value&nbsp;of&nbsp;OTC<BR>Derivatives</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Collateral<BR>Pledged/<BR>(Received)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Exposure<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>

<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">GST</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">
&#036;
</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">31</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HUS</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">614</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">56</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">670</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(403</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">267</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,455</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,722</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JPM</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(41</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MYC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">SCX</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(612</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">942</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">330</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Total Over the&nbsp;Counter</B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,404</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;128</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;1,532</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(2,445</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;0</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(7,383</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>$</B></FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;&nbsp;&nbsp;&nbsp;(9,828</B></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>)&nbsp;</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>(q)</B></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Securities with an aggregate market value of $10,923 have been pledged as collateral for financial derivative instruments as
governed by International Swaps and Derivatives Association, Inc. master agreements as of June&nbsp;30,&nbsp;2019. </B></FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund
will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount
in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced&nbsp;index.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on
corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity
reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood
or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection
if a credit event occurs as defined under the terms of that particular swap&nbsp;agreement. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance
risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the
notional amount of the swap, represent a deterioration of the referenced indices&#146; credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the&nbsp;agreement.
</FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Net Exposure represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC
derivatives can only be netted across transactions governed under the same master agreement with the same legal entity. The Fund and Subsidiary are recognized as two separate legal entities. As such, exposure cannot be netted. See Note 7, Principal
Risks, in the Notes to Financial Statements for more information regarding master netting&nbsp;agreements. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE OF FINANCIAL DERIVATIVE&nbsp;INSTRUMENTS </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair valuation of the
Fund&#146;s derivative instruments categorized by risk exposure. See Note 7, Principal Risks, in the Notes to Financial Statements on risks of the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fair Values of Financial Derivative Instruments on the Consolidated Statements of Assets and Liabilities as of June&nbsp;30,&nbsp;2019:
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="43%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">128</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,404</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">52</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,383</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;7,435</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,445</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;1,007</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;10,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>104</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The effect of Financial Derivative Instruments on the
Consolidated Statements of Operations for the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="41%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="22" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Derivatives not accounted for as hedging&nbsp;instruments</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333">&nbsp;<FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Commodity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Credit<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Equity<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Foreign<BR>Exchange<BR>Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Interest<BR>Rate&nbsp;Contracts</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Total</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Realized Gain on Financial Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,190</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12,684</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,133</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">19,896</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,323</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17,763</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11,494</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">32,580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="25"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Net Change in Unrealized Appreciation (Depreciation) on Financial
Derivative&nbsp;Instruments</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,872</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(13,148</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="24"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Forward Foreign Currency&nbsp;Contracts<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">
</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Swap&nbsp;Agreements<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">235</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,151</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,637</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(2,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,276</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(15,299</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px; margin-left:1%"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>FAIR VALUE&nbsp;MEASUREMENTS
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a summary of the fair
valuations according to the inputs used as of June&nbsp;30, 2019 in valuing the Fund&#146;s assets and<B></B>&nbsp;liabilities: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="7%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">157,535</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">181,919</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">247,574</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">258,108</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252,957</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">252,959</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">104,078</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Convertible Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7,533</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Municipal Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Illinois</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,135</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Texas</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">West&nbsp;Virginia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,883</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Government&nbsp;Agencies</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">61,501</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;942,110</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">946,360</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">585,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;28,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;619,401</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sovereign&nbsp;Issues</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">85,888</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,298</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">17</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,315</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Consumer&nbsp;Discretionary</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;15,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">15,179</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">63</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">174</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,373</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Warrants</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Communication&nbsp;Services</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">8,084</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Preferred&nbsp;Securities</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22,923</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR></TABLE>
</DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;1</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;2</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fair<BR>Value at<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Investment&nbsp;Trusts</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real&nbsp;Estate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,105</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Short-Term&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Repurchase&nbsp;Agreements</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">68,172</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">U.S. Treasury&nbsp;Bills</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">13,879</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total&nbsp;Investments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,565,281</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">73,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2,680,804</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Assets</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,733</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,532</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3,265</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="17"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="16"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Financial Derivative Instruments -&nbsp;Liabilities</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Exchange-traded or centrally&nbsp;cleared</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,059</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the&nbsp;counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,828</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(10,887</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total Financial Derivative&nbsp;Instruments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;41,819</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,557,659</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;73,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;2,673,182</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> </div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>105</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Consolidated Schedule of Investments <FONT STYLE="font-family:Arial Narrow" SIZE="3" COLOR="#7f7f7f">PIMCO
Dynamic Income Fund</FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended
June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Beginning<BR>Balance<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Sales/<BR>Settlements</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accrued<BR>Discounts/<BR>(Premiums)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;into<BR>Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Transfers&nbsp;out<BR>of&nbsp;Level&nbsp;3</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Change in<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<BR>on&nbsp;Investments<BR>Held at<BR>06/30/2019<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan Participations and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">16,305</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">41,031</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,111</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(221</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(1,386</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(30,962</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24,384</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(233</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20,272</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,700</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">42</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(55</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">764</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(8</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">20</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(777</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">Non-Agency</FONT> Mortgage-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">23,705</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">11</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,523</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">176</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(204</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(16,927</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(502</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">40,926</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,738</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(7,500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">314</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(6,498</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(9,491</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(4,224</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="40"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,077</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(132</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">74</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(3,115</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">904</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(2,582</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Financials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1,049</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(991</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">9</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">(67</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.25em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,147</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">989</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD>
<TD HEIGHT="10" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Totals</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;111,245</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;51,781</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(26,965</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;347</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">80</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(10,337</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;5,710</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(58,157</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;73,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;(6,603</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The following is a
reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended June&nbsp;30,&nbsp;2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="90%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="31%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Category and&nbsp;Subcategory</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ending<BR>Balance<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Valuation</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Technique</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unobservable</B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Inputs</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Input Value(s)<BR>(% Unless<BR>Noted<BR>Otherwise)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:0.75em; text-indent:-0.75em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Investments in Securities, at&nbsp;Value</B></FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>&nbsp;</B></FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Loan&nbsp;Participations&nbsp;and&nbsp;Assignments</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">18,621</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Third Party&nbsp;Vendor</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker&nbsp;Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">82.500-101.125</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,562</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discounted Cash Flow</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Discount Rate</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">7.350</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">201</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">100.622</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Corporate Bonds&nbsp;&amp;&nbsp;Notes</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Banking&nbsp;&amp;&nbsp;Finance</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">10,534</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Option&nbsp;Adjusted&nbsp;Spread</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">617.637&nbsp;bps</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">0.069</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Non-Agency&nbsp;Mortgage-Backed&nbsp;
Securities</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">4,250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">2.875-99.125</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed&nbsp;Securities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28,489</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Proxy&nbsp;Pricing</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Base&nbsp;Price</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap">2.375-96,280.380</FONT></FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="12"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Common&nbsp;Stocks</FONT></P></TD>
<TD VALIGN="top"> <P STYLE="margin-left:0em; text-indent:0em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Energy</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">880</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Reference&nbsp;Instrument</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Liquidity&nbsp;Discount</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">22.580</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">24</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Other&nbsp;Valuation&nbsp;Techniques<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" NOWRAP><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&#151;</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Industrials</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;14.500</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:2.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Utilities</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">5,136</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Indicative&nbsp;Market&nbsp;Quotation</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Broker Quote</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$&nbsp;&nbsp;&nbsp;&nbsp;39.250</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Total</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">$</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;&nbsp;&nbsp;&nbsp;73,704</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1px">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE="border-top:1px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on
Investments Held at June&nbsp;30, 2019 may be due to an investment no longer held or categorized as Level&nbsp;3 at period&nbsp;end. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not
considered significant to the&nbsp;Fund. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="80%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>106</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">See&nbsp;Accompanying&nbsp;Notes</FONT></TD>
<TD NOWRAP VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_12"></A>Notes to Financial Statements </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">1. ORGANIZATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCM Fund, Inc., PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage
Income Fund and PIMCO Dynamic Income Fund (each a &#147;Fund&#148; and collectively the &#147;Funds&#148;) are organized as <FONT STYLE="white-space:nowrap">closed-end</FONT> management investment companies registered under the Investment Company
Act of 1940, as amended, and the rules and regulations thereunder (the &#147;Act&#148;). PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund were organized as Massachusetts business trusts on the dates
shown in the table below. PCM Fund, Inc. and PIMCO Strategic Income Fund, Inc. were organized as Maryland corporations on the dates shown in the table below. Pacific Investment Management Company LLC (&#147;PIMCO&#148; or the &#147;Manager&#148;)
serves as the Funds&#146; investment&nbsp;manager. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="71%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="1%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Formation&nbsp;Date</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;23, 1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">February&nbsp;16,&nbsp;2005</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">September&nbsp;12,&nbsp;2007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">December&nbsp;9, 1993</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">September&nbsp;27,&nbsp;2012</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">January&nbsp;19, 2011</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Hereinafter, the terms
&#147;Trustee&#148; or &#147;Trustees&#148; shall refer to a Director or Directors of applicable&nbsp;Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">2. SIGNIFICANT ACCOUNTING POLICIES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following is a summary of significant accounting policies consistently followed by each Fund in the preparation of its financial statements in conformity with accounting principles
generally accepted in the United States of America (&#147;U.S. GAAP&#148;). Each Fund is treated as an investment company under the reporting requirements of U.S. GAAP. The functional and reporting currency for the Funds is the U.S. dollar. The
preparation of financial statements in accordance with U.S. GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the
financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those&nbsp;estimates. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Securities Transactions and Investment Income</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Securities transactions are recorded as of the trade date for financial reporting purposes. Realized gains (losses) from securities sold are recorded on the identified cost basis.
Securities purchased or sold on a when-issued or delayed-delivery basis may be settled beyond a standard settlement period for the security after the trade date. Dividend income is recorded on the <FONT STYLE="white-space:nowrap">ex-dividend</FONT>
date, except certain dividends from foreign securities where the <FONT STYLE="white-space:nowrap">ex-dividend</FONT> date may have passed, which are
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
recorded as soon as a Fund is informed of the <FONT STYLE="white-space:nowrap">ex-dividend</FONT> date. Interest income, adjusted for the accretion of discounts and amortization of premiums, is
recorded on the accrual basis from settlement date, with the exception of securities with a forward starting effective date, where interest income is recorded on the accrual basis from effective date. For convertible securities, premiums
attributable to the conversion feature are not amortized. Estimated tax liabilities on certain foreign securities are recorded on an accrual basis and are reflected as components of interest income or net change in unrealized appreciation
(depreciation) on investments on the Statements of Operations, as appropriate. Tax liabilities realized as a result of such security sales are reflected as a component of net realized gain (loss) on investments on the Statements of Operations.
Paydown gains (losses) on mortgage-related and other asset-backed securities, if any, are recorded as components of interest income on the Statements of Operations. Income or short-term capital gain distributions received from registered investment
companies, if any, are recorded as dividend income. Long-term capital gain distributions received from registered investment companies, if any, are recorded as realized&nbsp;gains. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Debt obligations may be placed on
<FONT STYLE="white-space:nowrap">non-accrual</FONT> status and related interest income may be reduced by ceasing current accruals and writing off interest receivable when the collection of all or a portion of interest has become doubtful based on
consistently applied procedures. A debt obligation is removed from <FONT STYLE="white-space:nowrap">non-accrual</FONT> status when the issuer resumes interest payments or when collectability of interest is&nbsp;probable. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Foreign Currency Translation</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The market values of foreign securities, currency holdings and other assets and liabilities denominated in foreign currencies are translated into U.S. dollars based on the current
exchange rates each business day. Purchases and sales of securities and income and expense items denominated in foreign currencies, if any, are translated into U.S. dollars at the exchange rate in effect on the transaction date. The Funds do not
separately report the effects of changes in foreign exchange rates from changes in market prices on securities held. Such changes are included in net realized gain (loss) and net change in unrealized appreciation (depreciation) from investments on
the Statements of Operations. The Funds may invest in foreign currency-denominated securities and may engage in foreign currency transactions either on a spot (cash) basis at the rate prevailing in the currency exchange market at the time or through
a forward foreign currency contract. Realized foreign exchange gains (losses) arising from sales of spot foreign currencies, currency gains (losses) realized between the trade and settlement dates on securities transactions and the difference
between the recorded amounts of dividends, interest, and foreign withholding taxes and the U.S. dollar equivalent of the amounts actually received or paid are included in net realized gain (loss) on foreign currency transactions on the Statements of
Operations. Net unrealized foreign exchange gains </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
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<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>107</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
(losses) arising from changes in foreign exchange rates on foreign denominated assets and liabilities other than investments in securities held at the end of the reporting period are included in
net change in unrealized appreciation (depreciation) on foreign currency assets and liabilities on the Statements of Operations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Distributions &#151; Common Shares</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The following table
shows the anticipated frequency of distributions from net investment income and gains from the sale of portfolio securities and other sources to common&nbsp;shareholders. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom" WIDTH="3%"></TD>
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<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distribution Frequency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Declared</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Distributed</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Monthly</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Net realized capital gains
earned by each Fund, if any, will be distributed no less frequently than once each&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may engage in investment strategies, including the use of derivatives, to, among other things, seek to generate current, distributable income without regard to possible declines in the
Fund&#146;s net asset value (&#147;NAV&#148;). A Fund&#146;s income and gain generating strategies, including certain derivatives strategies, may generate current, distributable income, even if such strategies could potentially result in declines in
the Fund&#146;s NAV. A Fund&#146;s income and gain generating strategies, including certain derivatives strategies, may generate current income and gains taxable as ordinary income sufficient to support monthly distributions even in situations when
the Fund has experienced a decline in net assets due to, for example, adverse changes in the broad U.S. or <FONT STYLE="white-space:nowrap">non-U.S.</FONT> equity markets or the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Fund&#146;s debt investments, or arising from its use of derivatives. A Fund may enter into opposite sides of interest rate swap and other derivatives for the principal purpose of generating
distributable gains on the one side (characterized as ordinary income for tax purposes) that are not part of the Fund&#146;s duration or yield curve management strategies (&#147;paired swap transactions&#148;), and with a substantial possibility
that the Fund will experience a corresponding capital loss and decline in NAV with respect to the opposite side transaction (to the extent it does not have corresponding offsetting capital gains). Consequently, common shareholders may receive
distributions and owe tax on amounts that are effectively a taxable return of the shareholder&#146;s investment in the Fund at a time when their investment in a Fund has declined in value, which may be taxed at ordinary income rates. The tax
treatment of certain derivatives in which a Fund invests may be unclear and thus subject to recharacterization. Any recharacterization of payments made or received by a Fund pursuant to derivatives potentially could affect the amount, timing or
character of Fund distributions. In addition, the tax treatment of such investment strategies may be changed by regulation or&nbsp;otherwise. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For tax years ending before July 1, 2018, PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;) accounted for mortgage dollar rolls as
financing transactions. On July 18, 2019, the Internal Revenue Service (&#147;IRS&#148;) granted RCS&#146; application for a change in accounting method for mortgage dollar rolls. Accordingly, for tax years ending after June&nbsp;30, 2018, RCS
accounts for mortgage dollar rolls as sales or exchanges. Please see &#147;Federal Income Tax Matters&#148; in the Notes to Financial Statements for information regarding RCS&#146; treatment of mortgage dollar rolls and its impact on the Fund&#146;s
distributions and related consequences. For comparability purposes, certain prior year figures reported in the Financial Highlights and Statement of Changes in Net Assets have been retrospectively adjusted to conform to current year presentation in
the following tables. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="32"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>RCS Financial Highlights</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Selected Per Share Data <BR>for the Year or Period Ended:</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset&nbsp;Value<BR>Beginning&nbsp;of&nbsp;Year<BR>or Period</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment<BR>Income<BR>from&nbsp;Investment<BR>Operations</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Realized/Unrealized<BR>Gain&nbsp;(Loss)<BR>from Investment<BR>Operations</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Asset&nbsp;Value<BR>End<BR>of&nbsp;Year&nbsp;or&nbsp;Period</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Assets&nbsp;End<BR>of&nbsp;Year&nbsp;or<BR>Period (000s)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net&nbsp;Investment<BR>Income&nbsp;(Loss)&nbsp;Ratio<BR>to Average Net<BR>Assets</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Portfolio<BR>Turnover<BR>Rate</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2018</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(0.06</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7.34</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;315,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.39</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">755</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">%&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2017</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.49</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.29</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.77</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">330,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.36</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">621</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6/30/2016</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.57</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.26</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.90</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">332,707</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.08</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">534</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">2/1/2015-6/30/2015</FONT><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.24</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.17</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.59</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">358,195</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6.78</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">167</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1/31/2015</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9.25</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.66</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(0.31</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">8.58</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">356,364</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7.33</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">474</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(a)</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fiscal year end changed from January 31<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">st</SUP> to June 30<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">th</SUP>. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>108</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="78%"></TD>

<TD VALIGN="bottom" WIDTH="7%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="8"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>RCS Statement of Changes in Net Assets</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B></B><I>(Amounts in thousands)</I><B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Year&nbsp;Ended<BR>June&nbsp;30,&nbsp;2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Increase (Decrease) in Net Assets from Operations:</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net investment income (loss)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">20,766</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net realized gain (loss)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(8,227</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net change in unrealized appreciation (depreciation)</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,257</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net Increase (Decrease) in Net Assets Resulting from Operations</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">17,796</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Net Assets Applicable to Common Shareholders:</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Beginning of year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;330,686</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">End of year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">315,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Income distributions and capital
gain distributions are determined in accordance with income tax regulations which may differ from U.S. GAAP. Differences between tax regulations and U.S. GAAP may cause timing differences between income and capital gain recognition. Further, the
character of investment income and capital gains may be different for certain transactions under the two methods of accounting. As a result, income distributions and capital gain distributions declared during a fiscal period may differ significantly
from the net investment income (loss) and realized gains (losses) reported on each Fund&#146;s annual financial statements presented under U.S.&nbsp;GAAP. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a Fund estimates that a portion of its distribution may be comprised of amounts from sources other than net investment income in
accordance with its policies and accounting practices, the Fund will notify shareholders of the estimated composition of such distribution through a Section&nbsp;19 Notice. For these purposes, a Fund estimates the source or sources from which a
distribution is paid, to the close of the period as of which it is paid, in reference to its internal accounting records and related accounting practices. If, based on such accounting records and practices, it is estimated that a particular
distribution does not include capital gains or <FONT STYLE="white-space:nowrap">paid-in</FONT> surplus or other capital sources, a Section&nbsp;19 Notice generally would not be issued. It is important to note that differences exist between a
Fund&#146;s daily internal accounting records and practices, a Fund&#146;s financial statements presented in accordance with U.S. GAAP, and recordkeeping practices under income tax regulations. For instance, a Fund&#146;s internal accounting records
and practices may take into account, among other factors, <FONT STYLE="white-space:nowrap">tax-related</FONT> characteristics of certain sources of distributions that differ from treatment under U.S. GAAP. Examples of such differences may include,
among others, the treatment of paydowns on mortgage-backed securities purchased at a discount and periodic payments under interest rate swap contracts. Accordingly, among other consequences, it is possible that a Fund may not issue a Section&nbsp;19
Notice in situations where the Fund&#146;s financial statements prepared later and in accordance with U.S. GAAP and/or the final tax character of those distributions might later report that the sources of those distributions included capital gains
and/or a return of capital. Please visit www.pimco.com for
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
the most recent Section&nbsp;19 Notice, if applicable, for additional information regarding the estimated composition of distributions. Final determination of a distribution&#146;s tax character
will be reported on Form&nbsp;1099 DIV sent to shareholders for the calendar&nbsp;year. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Distributions classified as a tax basis return of capital at a Fund&#146;s fiscal year end, if any, are reflected on the Statements of Changes in Net Assets and have been recorded to paid in
capital on the Statements of Assets and Liabilities. In addition, other amounts have been reclassified between distributable earnings (accumulated loss) and paid in capital on the Statements of Assets and Liabilities to more appropriately conform
U.S. GAAP to tax characterizations of&nbsp;distributions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(d) New Accounting Pronouncements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In August 2018, the Financial Accounting Standards Board (&#147;FASB&#148;)
issued an Accounting Standards Update (&#147;ASU&#148;), ASU <FONT STYLE="white-space:nowrap">2018-13,</FONT> which modifies certain disclosure requirements for fair value measurements in Accounting Standards Codification (&#147;ASC&#148;) 820. The
ASU is effective for annual periods beginning after December&nbsp;15, 2019, and interim periods within those annual periods. At this time, management has elected to early adopt the amendments that allow for removal of certain disclosure
requirements. Management plans to adopt the amendments that require additional fair value measurement disclosures for annual periods beginning after December&nbsp;15, 2019, and interim periods within those annual periods. Management is currently
evaluating the impact of these changes on the financial&nbsp;statements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In August 2018, the U.S. Securities and Exchange Commission (&#147;SEC&#148;) adopted amendments to certain rules and forms for the purpose of disclosure update and simplification. The
compliance date for these amendments is 30 days after date of publication in the Federal Register, which was on October&nbsp;4, 2018. Management has adopted these amendments and the changes are incorporated throughout all periods presented in the
financial&nbsp;statements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">3. INVESTMENT VALUATION AND FAIR VALUE
MEASUREMENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Investment Valuation
Policies</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The NAV of a Fund, or each of its share classes as applicable, is determined by dividing the total value of portfolio investments and other assets
attributable to that Fund or class less any liabilities by the total number of shares outstanding of that Fund or&nbsp;class. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On each day that the New York Stock Exchange (&#147;NYSE&#148;) is open, Fund shares are ordinarily valued as of the close of regular trading
(normally 4:00 p.m., Eastern time) (&#147;NYSE Close&#148;). Information that becomes known to the Funds or their agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the
price of a security or the NAV determined </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>109</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
earlier that day. Each Fund reserves the right to change the time as of which its respective NAV is calculated if the Fund closes earlier, or as permitted by the&nbsp;SEC. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of calculating a NAV, portfolio securities and
other assets for which market quotes are readily available are valued at market value. Market value is generally determined on the basis of official closing prices or the last reported sales prices, or if no sales are reported, based on quotes
obtained from established market makers or prices (including evaluated prices) supplied by the Funds&#146; approved pricing services, quotation reporting systems and other third-party sources (together, &#147;Pricing Services&#148;). The Funds will
normally use pricing data for domestic equity securities received shortly after the NYSE Close and do not normally take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by PIMCO to be the primary exchange. A foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close, if the NYSE Close occurs before the end of trading on the foreign exchange. Domestic and foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> fixed income securities, <FONT STYLE="white-space:nowrap">non-exchange</FONT> traded derivatives, and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing
Services using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Services may be based on, among other things, information provided by market makers or estimates of market values obtained
from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Exchange-traded
options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange. Swap agreements are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices
supplied by Pricing Services. A Fund&#146;s investments in <FONT STYLE="white-space:nowrap">open-end</FONT> management investment companies, other than exchange-traded funds (&#147;ETFs&#148;), are valued at the NAVs of such&nbsp;investments.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity security&#146;s value has materially changed after the close of the security&#146;s primary exchange or principal market but before the NYSE Close, the security may be valued at fair value
based on procedures established and approved by the Board of Trustees (the &#147;Board&#148;). Foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities that do not trade when the NYSE is open are also valued at fair value. With
respect to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities, a Fund may determine the fair value of investments based on information provided by Pricing Services and other third-party vendors, which may recommend fair
value or
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
adjustments with reference to other securities, indices or assets. In considering whether fair valuation is required and in determining fair values, a Fund may, among other things, consider
significant events (which may be considered to include changes in the value of U.S. securities or securities indices) that occur after the close of the relevant market and before the NYSE Close. A Fund may utilize modeling tools provided by
third-party vendors to determine fair values of <FONT STYLE="white-space:nowrap">non-U.S.</FONT> securities. For these purposes, any movement in the applicable reference index or instrument (&#147;zero trigger&#148;) relating to the <FONT
STYLE="white-space:nowrap">non-U.S</FONT> security being fair valued between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively
resulting in daily fair valuations). Foreign exchanges may permit trading in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> equity securities on days when a Fund is not open for business, which may result in a Fund&#146;s portfolio
investments being affected when shareholders are unable to buy or sell&nbsp;shares. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Senior secured floating rate loans for which an active secondary market exists to a reliable degree will be valued at the mean of the last available bid/ask prices in the market for such
loans, as provided by a Pricing Service. Senior secured floating rate loans for which an active secondary market does not exist to a reliable degree will be valued at fair value, which is intended to approximate market value. In valuing a senior
secured floating rate loan at fair value, the factors considered may include, but are not limited to, the following: (a)&nbsp;the creditworthiness of the borrower and any intermediate participants, (b)&nbsp;the terms of the loan, (c)&nbsp;recent
prices in the market for similar loans, if any, and (d)&nbsp;recent prices in the market for instruments of similar quality, rate, period until next interest rate reset and&nbsp;maturity. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates
obtained from Pricing Services. As a result, the value of such investments and, in turn, the NAV of a Fund&#146;s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets
outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that a Fund is not open for business. As a result, to the extent that a Fund holds foreign
<FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund&#146;s next
calculated&nbsp;NAV. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments for which market
quotes or market based valuations are not readily available are valued at fair value as determined in good faith by the Board or persons acting at their direction. The Board has adopted methods for valuing securities and other assets in
circumstances where market quotes are not readily available, and has delegated to PIMCO the responsibility for applying the fair valuation methods. In the event that
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>110</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">market quotes or market based valuations are not readily available, and the security or asset
cannot be valued pursuant to a Board approved valuation method, the value of the security or asset will be determined in good faith by the Board. Market quotes are considered not readily available in circumstances where there is an absence of
current or reliable market-based data (e.g., trade information, bid/ask information, indicative market quotations (&#147;Broker Quotes&#148;), Pricing Services&#146; prices), including where events occur after the close of the relevant market, but
prior to the NYSE Close, that materially affect the values of a Fund&#146;s securities or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the
securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated, to the Manager, the responsibility for monitoring significant events that may materially affect the values of a
Fund&#146;s securities or assets and for determining whether the value of the applicable securities or assets should be reevaluated in light of such significant&nbsp;events. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When a Fund uses fair valuation to determine the value of a
portfolio security or other asset for purposes of calculating its NAV, such investments will not be priced on the basis of quotes from the primary market in which they are traded, but rather may be priced by another method that the Board or persons
acting at their direction believe reflects fair value. Fair valuation may require subjective determinations about the value of a security. While the Funds&#146; policy is intended to result in a calculation of a Fund&#146;s NAV that fairly reflects
security values as of the time of pricing, a Fund cannot ensure that fair values determined by the Board or persons acting at their direction would accurately reflect the price that a Fund could obtain for a security if it were to dispose of that
security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by a Fund may differ from the value that would be realized if the securities were&nbsp;sold. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Fair Value Hierarchy</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;U.S.
GAAP describes fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes
inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2, or 3). The inputs or methodology used for
valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2, and 3 of the fair value hierarchy are defined as&nbsp;follows: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;1 &#151; Quoted prices in active markets or exchanges for identical assets and&nbsp;liabilities. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;2 &#151; Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or
liabilities in markets that are active, quoted prices for identical or similar assets
</FONT></P></TD></TR></TABLE></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">


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<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;</FONT></TD>
<TD WIDTH="1"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment
speeds, loss severities, credit risks and default rates) or other market corroborated&nbsp;inputs. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="12" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><FONT STYLE="font-family:Times New Roman" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#8718;</SUP>&nbsp;
</FONT></FONT></TD>
<TD WIDTH="1" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;3 &#151; Significant unobservable inputs based on the best information available in the circumstances, to the extent observable
inputs are not available, which may include assumptions made by the Board or persons acting at their direction that are used in determining the fair value of&nbsp;investments. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Assets or liabilities categorized as Level&nbsp;2 or 3 as of
period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level&nbsp;2 to Level&nbsp;3 are a result of a change, in the normal course of business,
from the use of methods used by Pricing Services (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3). Transfers from
Level&nbsp;3 to Level&nbsp;2 are a result of the availability of current and reliable market-based data provided by Pricing Services or other valuation techniques which utilize significant observable inputs. In accordance with the requirements of
U.S. GAAP, the amounts of transfers into and out of Level&nbsp;3, if material, are disclosed in the Notes to Schedule of Investments for each respective&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For fair valuations using significant unobservable inputs, U.S.
GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and
transfers into and out of the Level&nbsp;3 category during the period. The end of period value is used for the transfers between Levels of a Fund&#146;s assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the
significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level&nbsp;3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy, and if material, a
Level&nbsp;3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for each respective&nbsp;Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Valuation Techniques and the Fair Value Hierarchy</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;1 and Level&nbsp;2 trading assets and trading liabilities, at fair value</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;The valuation methods (or &#147;techniques&#148;) and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as
Level&nbsp;1 and Level&nbsp;2 of the fair value hierarchy are as&nbsp;follows: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible
preferred securities and </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>111</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
<FONT STYLE="white-space:nowrap">non-U.S.</FONT> bonds are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services that use broker-dealer quotations, reported
trades or valuation estimates from their internal pricing models. The Pricing Services&#146; internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates
and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback
transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These
securities are also normally valued by Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes,
current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as
described above are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities
exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level&nbsp;1 of the fair
value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Valuation adjustments may be
applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Services that consider the
correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level&nbsp;2 of the fair value hierarchy. Preferred securities
and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Equity exchange-traded options and over the counter financial
derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Services (normally determined as of the NYSE
Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed
from actively quoted markets such as quoted prices, issuer details, indices, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques
and inputs as described above are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. They are
valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Services (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Services using a series of
techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate (&#147;OIS&#148;), London Interbank Offered Rate (&#147;LIBOR&#148;) forward
rate, interest rates, yield curves and credit spreads. These securities are categorized as Level&nbsp;2 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Level&nbsp;3 trading assets and trading liabilities, at fair
value</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Board or persons
acting at their direction believe reflects fair value and are categorized as Level&nbsp;3 of the fair value hierarchy. The valuation techniques and significant inputs used in determining the fair values of portfolio assets and liabilities
categorized as Level&nbsp;3 of the fair value hierarchy are as&nbsp;follows: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Proxy pricing procedures set the base price of a fixed income security and subsequently adjust the price proportionally to market value changes of a
<FONT STYLE="white-space:nowrap">pre-determined</FONT> security deemed to be comparable in duration, generally a U.S. Treasury or sovereign note based on country of issuance. The base price may be a broker-dealer quote, transaction price, or an
internal value as derived by analysis of market data. The base price of the security may be reset on a periodic basis based on the availability of market data and procedures approved by the Valuation Oversight Committee. Significant changes in the
unobservable inputs of the proxy pricing process (the base price) would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level&nbsp;3 of the fair value&nbsp;hierarchy.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>112</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If third-party evaluated vendor pricing is not available or not deemed to be indicative of
fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as
Level&nbsp;3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market
quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the&nbsp;security. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Discounted cash flow valuation uses an internal analysis based on the Adviser&#146;s expectation of future income and expenses, capital
structure, exit multiples of a security, and other unobservable inputs which may include contractual and factual loan factors, estimated future payments and credit rating. Significant changes in the unobservable inputs of the models would result in
direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
market indices, and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithms based on percentage change in the
reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level&nbsp;3 of
the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fundamental analysis
valuation estimates fair value by using an internal model that utilizes financial statements of the <FONT STYLE="white-space:nowrap">non-public</FONT> underlying company. Significant changes in the unobservable inputs would result in direct and
proportional changes in the fair value of the security. These securities are categorized as Level&nbsp;3 of the fair value&nbsp;hierarchy. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Short-term debt instruments (such as commercial paper) having a remaining maturity of 60 days or less may be valued at amortized cost, so
long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level&nbsp;2 or
Level&nbsp;3 of the fair value hierarchy depending on the source of the base&nbsp;price. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">4. SECURITIES AND OTHER
INVESTMENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Investments in Affiliates</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">An affiliate includes any company in which a Fund
owns 5% or more of the company&#146;s outstanding voting shares. The table below represents transactions in and earnings from these affiliated issuers at June&nbsp;30, 2019 (amounts in thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">, except number of&nbsp;shares).
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>PIMCO Dynamic Credit and Mortgage Income Fund </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Security Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares&nbsp;Held<BR>at&nbsp;06/30/2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares<BR>Purchased</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares<BR>Sold</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Shares&nbsp;Held<BR>at&nbsp;06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net<BR>Realized<BR>Gain/(Loss)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Change
in<BR>Unrealized<BR>Appreciation<BR></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>(Depreciation)</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Market&nbsp;Value<BR>06/30/2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dividend<BR>Income</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Sierra Hamilton Holder LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">30,136,800</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(2,294</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;8,561</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Investments in Securities</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may utilize the investments and strategies described below
to the extent permitted by each Fund&#146;s respective investment&nbsp;policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Loans and Other Indebtedness, Loan Participations and Assignments</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are direct debt instruments which are
interests in amounts owed to lenders or lending syndicates by corporate, governmental, or other borrowers. A Fund&#146;s investments in loans may be in the form of direct investments, participations in loans or assignments of all or a portion of
loans from third parties or exposure to investments in loans through investments in a mutual fund or other pooled investment vehicle. A loan is often administered by a bank or other financial institution (the &#147;agent&#148;) that acts as agent
for all holders. The agent administers the terms of the loan, as specified in the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
loan agreement. A Fund may invest in multiple series or tranches of a loan, which may have varying terms and carry different associated risks. A Fund generally has no right to enforce compliance
with the terms of the loan agreement with the borrower. As a result, a Fund may be subject to the credit risk of both the borrower and the agent that is selling the loan&nbsp;agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the event of the insolvency of the agent selling a participation, a Fund may be treated as a general creditor
of the agent and may not benefit from any <FONT STYLE="white-space:nowrap">set-off</FONT> between the agent and the borrower. When a Fund purchases assignments from agents it acquires direct rights against the borrowers of the loans. These loans may
include participations in bridge loans, which are loans taken out by borrowers for a short period (typically less than one year) pending arrangement of
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>113</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
more permanent financing through, for example, the issuance of bonds, frequently high yield bonds issued for the purpose of&nbsp;acquisitions. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans are generally subject to risks similar to
those of investments in other types of debt obligations, including, among others, credit risk, interest rate risk, variable and floating rate securities risk, and risks associated with mortgage-related securities. In addition, in many cases loans
are subject to the risks associated with below-investment grade securities. The Funds may be subject to heightened or additional risks and potential liabilities and costs by investing in mezzanine and other subordinated loans, including those
arising under bankruptcy, fraudulent conveyance, equitable subordination, environmental and other laws and regulations, and risks and costs associated with debt servicing and taking foreclosure actions associated with the&nbsp;loans. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Additionally, because loans are not ordinarily registered with
the SEC or any state securities commission or listed on any securities exchange, there is usually less publicly available information about such instruments. In addition, loans may not be considered &#147;securities&#148; for purposes of the
anti-fraud provisions under the federal securities laws and, as a result, as a purchaser of these instruments, a Fund may not be entitled to the anti-fraud protections of the federal securities laws. In the course of investing in such instruments, a
Fund may come into possession of material nonpublic information and, because of prohibitions on trading in securities of issuers while in possession of such information, the Fund may be unable to enter into a transaction in a publicly-traded
security of that issuer when it would otherwise be advantageous for the Fund to do so. Alternatively, a Fund may choose not to receive material nonpublic information about an issuer of such loans, with the result that the Fund may have less
information about such issuers than other investors who transact in such&nbsp;assets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The types of loans and related investments in which the Funds may invest include, among others, senior loans, subordinated loans (including second lien loans,
<FONT STYLE="white-space:nowrap">B-Notes</FONT> and mezzanine loans), whole loans, commercial real estate and other commercial loans and structured loans. The Funds may acquire direct interests in loans through primary loan distributions and/or in
private transactions. In the case of subordinated loans, there may be significant indebtedness ranking ahead of the borrower&#146;s obligation to the holder of such a loan, including in the event of the borrower&#146;s insolvency. Mezzanine loans
are typically secured by a pledge of an equity interest in the mortgage borrower that owns the real estate rather than an interest in a&nbsp;mortgage. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Investments in loans may include unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan
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commitments may include revolving credit facilities, which may obligate a Fund to supply additional cash to the borrower on demand. Unfunded loan commitments represent a future obligation in
full, even though a percentage of the committed amount may not be utilized by the borrower. When investing in a loan participation, a Fund has the right to receive payments of principal, interest and any fees to which it is entitled only from the
agent selling the loan agreement and only upon receipt of payments by the agent from the borrower. Because investing in unfunded loan commitments creates a future obligation for a Fund to provide funding to a borrower upon demand in exchange for a
fee, the Fund will segregate or earmark liquid assets with the Fund&#146;s custodian in amounts sufficient to satisfy any such future obligations. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit
portion of a loan. In certain circumstances, a Fund may receive a penalty fee upon the prepayment of a loan by a borrower. Fees earned or paid are recorded as a component of interest income or interest expense, respectively, on the Statements of
Operations. Unfunded loan commitments are reflected as a liability on the Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Mortgage-Related and Other Asset-Backed Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;directly
or indirectly represent a participation in, or are secured by and payable from, loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan
institutions, mortgage bankers, commercial banks and others. These securities typically provide a monthly payment which consists of both principal and interest. Interest may be determined by fixed or adjustable rates. In times of declining interest
rates, there is a greater likelihood that a Fund&#146;s higher yielding securities will be <FONT STYLE="white-space:nowrap">pre-paid</FONT> with the Fund being unable to reinvest the proceeds in an investment with as great a yield. The rate of
prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of
purchase. Interest-only and principal-only securities are especially sensitive to interest rate changes, which can affect not only their prices but can also change the income flows and repayment assumptions about those investments. The timely
payment of principal and interest of certain mortgage-related securities is guaranteed with the full faith and credit of the U.S. Government. Pools created and guaranteed by <FONT STYLE="white-space:nowrap">non-governmental</FONT> issuers, including
government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements.
Many of the risks of investing in mortgage-related securities secured by commercial mortgage loans (&#147;CMBS&#148;) reflect the effects of local and other economic conditions on real estate markets, the ability of tenants to
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">make lease payments, and the ability of a property to attract and retain tenants. These
securities may be less liquid and may exhibit greater price volatility than other types of mortgage-related or other asset-backed securities. Other asset-backed securities are created from many types of assets, including, but not limited to, auto
loans, accounts receivable such as credit card receivables and hospital account receivables, home equity loans, student loans, boat loans, mobile home loans, recreational vehicle loans, manufactured housing loans, aircraft leases, computer leases
and syndicated bank loans. The Funds may invest in any level of the capital structure of an issuer of mortgage-backed or asset-backed securities, including the equity or &#147;first loss&#148;&nbsp;tranche. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Collateralized Debt Obligations</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;CDOs&#148;) include Collateralized Bond Obligations (&#147;CBOs&#148;), Collateralized Loan Obligations (&#147;CLOs&#148;) and other similarly structured securities. CBOs
and CLOs are types of asset-backed securities. A CBO is a trust which is typically backed by a diversified pool of high risk, below investment grade fixed income securities. A CLO is a trust typically collateralized by a pool of loans, which may
include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. For both CBOs and CLOs, the cash flows
from the trust are split into two or more portions, called tranches, varying in risk and yield. The riskiest portion is the &#147;equity&#148; tranche which bears the bulk of defaults from the bonds or loans in the trust and serves to protect the
other, more senior tranches from default in all but the most severe circumstances. Since it is partially protected from defaults, a senior tranche from a CBO trust or CLO trust typically has higher ratings and lower yields than the underlying
securities, and can be rated investment grade. Despite the protection from the equity tranche, CBO or CLO tranches can experience substantial losses due to actual defaults, increased sensitivity to defaults due to collateral default and
disappearance of protecting tranches, market anticipation of defaults and aversion to CBO or CLO securities as a class. The risks of an investment in a CDO depend largely on the type of the collateral securities and the class of the CDO in which a
Fund invests. CDOs carry additional risks including, but not limited to, (i)&nbsp;the possibility that distributions from collateral securities will not be adequate to make interest or other payments, (ii)&nbsp;the collateral may decline in value or
default, (iii)&nbsp;the risk that a Fund may invest in CDOs that are subordinate to other classes, and (iv)&nbsp;the complex structure of the security may not be fully understood at the time of investment and may produce disputes with the issuer or
unexpected investment&nbsp;results. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Collateralized
Mortgage Obligations</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;CMOs&#148;) are debt obligations of a legal entity that are collateralized by whole mortgage loans or private mortgage bonds and divided
into classes. CMOs are structured
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into multiple classes, often referred to as &#147;tranches&#148;, with each class bearing a different stated maturity and entitled to a different schedule for payments of principal and interest,
including prepayments. CMOs may be less liquid and may exhibit greater price volatility than other types of mortgage-related or asset-backed&nbsp;securities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As CMOs have evolved, some classes of CMO bonds have become more common. For example, a Fund may invest in
<FONT STYLE="white-space:nowrap">parallel-pay</FONT> and planned amortization class (&#147;PAC&#148;) CMOs and multi-class pass-through certificates. <FONT STYLE="white-space:nowrap">Parallel-pay</FONT> CMOs and multi-class pass-through certificates
are structured to provide payments of principal on each payment date to more than one class. These simultaneous payments are taken into account in calculating the stated maturity date or final distribution date of each class, which, as with other
CMO and multi-class pass-through structures, must be retired by its stated maturity date or final distribution date but may be retired earlier. PACs generally require payments of a specified amount of principal on each payment date. PACs are <FONT
STYLE="white-space:nowrap">parallel-pay</FONT> CMOs with the required principal amount on such securities having the highest priority after interest has been paid to all classes. Any CMO or multi-class pass-through structure that includes PAC
securities must also have support tranches &#151; known as support bonds, companion bonds or <FONT STYLE="white-space:nowrap">non-PAC</FONT> bonds &#151; which lend or absorb principal cash flows to allow the PAC securities to maintain their stated
maturities and final distribution dates within a range of actual prepayment experience. These support tranches are subject to a higher level of maturity risk compared to other mortgage-related securities, and usually provide a higher yield to
compensate investors. If principal cash flows are received in amounts outside a <FONT STYLE="white-space:nowrap">pre-determined</FONT> range such that the support bonds cannot lend or absorb sufficient cash flows to the PAC securities as intended,
the PAC securities are subject to heightened maturity risk. A Fund may invest in various tranches of CMO bonds, including support bonds and equity or &#147;first loss&#148; tranches (see &#147;Collateralized Debt Obligations&#148;&nbsp;above).
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Stripped Mortgage-Backed Securities</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;SMBS&#148;) are derivative multi-class mortgage securities. SMBS are usually structured with two classes that receive different proportions of the interest and principal
distributions on a pool of mortgage assets. An SMBS will have one class that will receive all of the interest (the interest-only or &#147;IO&#148; class), while the other class will receive the entire principal (the principal-only or &#147;PO&#148;
class). IOs and POs can be extremely volatile in response to changes in interest rates. As interest rates rise and fall, the value of IOs tends to move in the same direction as interest rates. POs perform best when prepayments on the underlying
mortgages rise since this increases the rate at which the principal is returned and the yield to maturity on the PO. When payments on mortgages underlying a PO are slower than anticipated, the life of the PO is lengthened and the yield to maturity
is reduced. The yield to maturity on an IO class is extremely </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
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sensitive to the rate of principal payments (including prepayments) on the related underlying mortgage assets, and a rapid rate of principal payments may have a material adverse effect on a
Fund&#146;s yield to maturity from these securities. If the underlying mortgage assets experience greater than anticipated prepayments of principal, the Funds may fail to recoup some or all of its initial investment in these securities even if the
security is in one of the highest rating&nbsp;categories. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Payments received for IOs are included in interest income on the Statements of Operations. Because no principal will be received at the maturity of an IO, adjustments are made to the cost of
the security on a monthly basis until maturity. These adjustments are included in interest income on the Statements of Operations. Payments received for POs are treated as reductions to the cost and par value of the&nbsp;securities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Payment <FONT STYLE="white-space:nowrap">In-Kind</FONT>
Securities</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> (&#147;PIKs&#148;) may give the issuer the option at each interest payment date of making interest payments in either cash and/or additional debt securities. Those
additional debt securities usually have the same terms, including maturity dates and interest rates, and associated risks as the original bonds. The daily market quotations of the original bonds may include the accrued interest (referred to as a
dirty price) and require a pro rata adjustment from the unrealized appreciation (depreciation) on investments to interest receivable on the Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Perpetual Bonds</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are fixed income
securities with no maturity date but pay a coupon in perpetuity (with no specified ending or maturity date). Unlike typical fixed income securities, there is no obligation for perpetual bonds to repay principal. The coupon payments, however, are
mandatory. While perpetual bonds have no maturity date, they may have a callable date in which the perpetuity is eliminated and the issuer may return the principal received on the specified call date. Additionally, a perpetual bond may have
additional features, such as interest rate increases at periodic dates or an increase as of a predetermined point in the&nbsp;future. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Real Estate Investment Trusts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;REITs&#148;)<B>
</B>are pooled investment vehicles that own, and typically operate, income-producing real estate. If a REIT meets certain requirements, including distributing to shareholders substantially all of its taxable income (other than net capital gains),
then it is not taxed on the income distributed to shareholders. Distributions received from REITs may be characterized as income, capital gain or a return of capital. A return of capital is recorded by a Fund as a reduction to the cost basis of its
investment in the REIT. REITs are subject to management fees and other expenses, and so the Funds that invest in REITs will bear their proportionate share of the costs of the REITs&#146;&nbsp;operations. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Restricted Investments</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are subject to legal or contractual restrictions on resale and may generally be sold privately, but may be required to
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be registered or exempted from such registration before being sold to the public. Private placement securities are generally considered to be restricted except for those securities traded between
qualified institutional investors under the provisions of Rule 144A of the Securities Act of 1933. Disposal of restricted investments may involve time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to
achieve. Restricted investments held by the Funds at June&nbsp;30, 2019, as applicable, are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Securities Issued by U.S. Government Agencies or Government-Sponsored Enterprises</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are obligations of and, in certain cases, guaranteed by, the U.S. Government, its agencies or instrumentalities. Some U.S. Government securities, such as Treasury bills, notes and
bonds, and securities guaranteed by the Government National Mortgage Association (&#147;GNMA&#148; or &#147;Ginnie Mae&#148;), are supported by the full faith and credit of the U.S. Government; others, such as those of the Federal Home Loan Banks,
are supported by the right of the issuer to borrow from the U.S. Department of the Treasury (the &#147;U.S. Treasury&#148;); and others, such as those of the Federal National Mortgage Association (&#147;FNMA&#148; or &#147;Fannie Mae&#148;), are
supported by the discretionary authority of the U.S. Government to purchase the agency&#146;s obligations. U.S. Government securities may include zero coupon securities which do not distribute interest on a current basis and tend to be subject to a
greater risk than interest-paying securities of similar&nbsp;maturities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Government-related guarantors (i.e., not backed by the full faith and credit of the U.S. Government) include FNMA and the Federal Home Loan Mortgage Corporation (&#147;FHLMC&#148; or
&#147;Freddie Mac&#148;). FNMA is a government-sponsored corporation. FNMA purchases conventional (i.e., not insured or guaranteed by any government agency) residential mortgages from a list of approved seller/servicers which include state and
federally chartered savings and loan associations, mutual savings banks, commercial banks and credit unions and mortgage bankers. Pass-through securities issued by FNMA are guaranteed as to timely payment of principal and interest by FNMA, but are
not backed by the full faith and credit of the U.S. Government. FHLMC issues Participation Certificates (&#147;PCs&#148;), which are pass-through securities, each representing an undivided interest in a pool of residential mortgages. FHLMC
guarantees the timely payment of interest and ultimate collection of principal, but PCs are not backed by the full faith and credit of the U.S. Government. Instead, they are supported only by the discretionary authority of the U.S. Government to
purchase the agency&#146;s&nbsp;obligations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Roll-timing strategies can be used where a Fund seeks to extend the expiration or maturity of a position, such as a TBA security on an
underlying asset, by closing out the position before expiration and </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">opening a new position with respect to substantially the same underlying asset with a later
expiration date. TBA securities purchased or sold are reflected on the Statements of Assets and Liabilities as an asset or liability, respectively. Recently finalized FINRA rules include mandatory margin requirements for the TBA market that require
the Funds to post collateral in connection with their TBA transactions. There is no similar requirement applicable to the Funds&#146; TBA counterparties. The required collateralization of TBA trades could increase the cost of TBA transactions to the
Funds and impose added operational&nbsp;complexity. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Warrants</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are securities that are usually issued together
with a debt security or preferred security and that give the holder the right to buy a proportionate amount of common stock at a specified price. Warrants are freely transferable and are often traded on major exchanges. Warrants normally have a life
that is measured in years and entitle the holder to buy common stock of a company at a price that is usually higher than the market price at the time the warrant is issued. Warrants may entail greater risks than certain other types of investments.
Generally, warrants do not carry the right to receive dividends or exercise voting rights with respect to the underlying securities, and they do not represent any rights in the assets of the issuer. In addition, their value does not necessarily
change with the value of the underlying securities, and they cease to have value if they are not exercised on or before their expiration date. If the market price of the underlying stock does not exceed the exercise price during the life of the
warrant, the warrant will expire worthless. Warrants may increase the potential profit or loss to be realized from the investment as compared with investing the same amount in the underlying securities. Similarly, the percentage increase or decrease
in the value of an equity security warrant may be greater than the percentage increase or decrease in the value of the underlying common stock. Warrants may relate to the purchase of equity or debt securities. Debt obligations with warrants attached
to purchase equity securities have many characteristics of convertible securities and their prices may, to some degree, reflect the performance of the underlying stock. Debt obligations also may be issued with warrants attached to purchase
additional debt securities at the same coupon rate. A decline in interest rates would permit a Fund to sell such warrants at a profit. If interest rates rise, these warrants would generally expire with no&nbsp;value. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">When-Issued Transactions</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are purchases or sales made on a when-issued basis. These transactions are made conditionally because a security, although authorized, has not yet been issued in the market.
Transactions to purchase or sell securities on a when-issued basis involve a commitment by a Fund to purchase or sell these securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period.
A Fund may sell when-issued
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

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securities before they are delivered, which may result in a realized gain&nbsp;(loss). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">5. BORROWINGS AND OTHER FINANCING TRANSACTIONS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may enter into the borrowings and other financing transactions described below to the extent permitted by each Fund&#146;s
respective investment&nbsp;policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following
disclosures contain information on a Fund&#146;s ability to lend or borrow cash or securities to the extent permitted under the Act, which may be viewed as borrowing or financing transactions by a Fund. The location of these instruments in each
Fund&#146;s financial statements is described below. For a detailed description of credit and counterparty risks that can be associated with borrowings and other financing transactions; please see Note 7, Principal&nbsp;Risks. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Repurchase Agreements</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the terms of a typical repurchase agreement, a Fund purchases an underlying debt obligation (collateral) subject to an obligation of the seller to repurchase, and a Fund to
resell, the obligation at an agreed-upon price and time. In an open maturity repurchase agreement, there is no <FONT STYLE="white-space:nowrap">pre-determined</FONT> repurchase date and the agreement can be terminated by the Fund or counterparty at
any time. The underlying securities for all repurchase agreements are held by a Fund&#146;s custodian or designated subcustodians under <FONT STYLE="white-space:nowrap">tri-party</FONT> repurchase agreements and in certain instances will remain in
custody with the counterparty. The market value of the collateral must be equal to or exceed the total amount of the repurchase obligations, including interest. Repurchase agreements, if any, including accrued interest, are included on the
Statements of Assets and Liabilities. Interest earned is recorded as a component of interest income on the Statements of Operations. In periods of increased demand for collateral, a Fund may pay a fee for the receipt of collateral, which may result
in interest expense to the&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Reverse
Repurchase Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In a reverse repurchase agreement, a Fund delivers a security in exchange for cash to a financial institution, the counterparty, with a
simultaneous agreement to repurchase the same or substantially the same security at an agreed upon price and date. In an open maturity reverse repurchase agreement, there is no <FONT STYLE="white-space:nowrap">pre-determined</FONT> repurchase date
and the agreement can be terminated by the Fund or counterparty at any time. A Fund is entitled to receive principal and interest payments, if any, made on the security delivered to the counterparty during the term of the agreement. Cash received in
exchange for securities delivered plus accrued interest payments to be made by a Fund to counterparties are reflected as a liability on the Statements of Assets and Liabilities. Interest payments made by a Fund to counterparties are recorded as a
component of interest expense on the Statements of Operations. In </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
periods of increased demand for the security, a Fund may receive a fee for use of the security by the counterparty, which may result in interest income to the Fund. In the event the buyer of
securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund&#146;s use of the proceeds of the agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to
enforce a Fund&#146;s obligation to repurchase the securities. Reverse repurchase agreements involve leverage risk and also the risk that the market value of the securities to be repurchased may decline below the repurchase price; please see Note 7,
Principal&nbsp;Risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Sale-Buybacks</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;A sale-buyback financing transaction consists of a sale of a security by a Fund to a financial institution, the counterparty, with a simultaneous agreement to repurchase the same
or substantially the same security at an agreed-upon price and date. A Fund is not entitled to receive principal and interest payments, if any, made on the security sold to the counterparty during the term of the agreement. The agreed-upon proceeds
for securities to be repurchased by a Fund are reflected as a liability on the Statements of Assets and Liabilities. A Fund will recognize net income represented by the price differential between the price received for the transferred security and
the agreed-upon repurchase price. This is commonly referred to as the &#145;price drop&#146;. A price drop consists of (i)&nbsp;the foregone interest and inflationary income adjustments, if any, a Fund would have otherwise received had the security
not been sold and (ii)&nbsp;the negotiated financing terms between a Fund and counterparty. Foregone interest and inflationary income adjustments, if any, are recorded as components of interest income on the Statements of Operations. Interest
payments based upon negotiated financing terms made by a Fund to counterparties are recorded as a component of interest expense on the Statements of Operations. In periods of increased demand for the security, a Fund may receive a fee for use of the
security by the counterparty, which may result in interest income to the Fund. Sale-buybacks involve leverage risk and also the risk that the market value of the securities to be repurchased may decline below the repurchase price; please see
Note&nbsp;7, Principal&nbsp;Risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">6. FINANCIAL DERIVATIVE
INSTRUMENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may enter into the financial
derivative instruments described below to the extent permitted by each Fund&#146;s respective investment&nbsp;policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The following disclosures contain information on how and why the Funds use financial derivative instruments, and how financial derivative
instruments affect the Funds&#146; financial position, results of operations and cash flows. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the net realized gain (loss) and net change in
unrealized appreciation
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
(depreciation) on the Statements of Operations, each categorized by type of financial derivative contract and related risk exposure, are included in a table in the Notes to Schedules of
Investments. The financial derivative instruments outstanding as of period end and the amounts of net realized gain (loss) and net change in unrealized appreciation (depreciation) on financial derivative instruments during the period, as disclosed
in the Notes to Schedules of Investments, serve as indicators of the volume of financial derivative activity for the&nbsp;Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund is subject to regulation as a commodity pool under the Commodity Exchange Act pursuant to recent rule
changes by the Commodity Futures Trading Commission (the &#147;CFTC&#148;). The Manager has registered with the CFTC as a Commodity Pool Operator and a Commodity Trading Adviser with respect to the Fund, and is a member of the National Futures
Association. As a result, additional CFTC-mandated disclosure, reporting and recordkeeping obligations apply to PIMCO Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income&nbsp;Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Forward Foreign Currency Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be engaged, in
connection with settling planned purchases or sales of securities, to hedge the currency exposure associated with some or all of a Fund&#146;s securities or as part of an investment strategy. A forward foreign currency contract is an agreement
between two parties to buy and sell a currency at a set price on a future date. The market value of a forward foreign currency contract fluctuates with changes in foreign currency exchange rates. Forward foreign currency contracts are marked to
market daily, and the change in value is recorded by a Fund as an unrealized gain (loss). Realized gains (losses) are equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed and are
recorded upon delivery or receipt of the currency. The contractual obligations of a buyer or seller of a forward foreign currency contract may generally be satisfied by taking or making physical delivery of the underlying currency, establishing an
opposite position in the contract and recognizing the profit or loss on both positions simultaneously on the delivery date or, in some instances, paying a cash settlement before the designated date of delivery. These contracts may involve market
risk in excess of the unrealized gain (loss) reflected on the Statements of Assets and Liabilities. Although forwards may be intended to minimize the risk of loss due to a decline in the value of the hedged currencies, at the same time, they tend to
limit any potential gain which might result should the value of such currencies increase. In addition, a Fund could be exposed to risk if the counterparties are unable to meet the terms of the contracts or if the value of the currency changes
unfavorably to the U.S. dollar. To mitigate such risk, cash or securities may be exchanged as collateral pursuant to the terms of the underlying&nbsp;contracts. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Futures Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are agreements to buy or sell a
security or other asset for a set price on a future date and are traded on an exchange. A
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<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fund may use futures contracts to manage its exposure to the securities markets or to
movements in interest rates and currency values or for other investment purposes. Generally, a futures contract provides for the future sale by one party and purchase by another party of a specified quantity of the security or other financial
instrument at a specified price and time. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the securities held by a Fund and the prices of futures contracts and the
possibility of an illiquid market. Futures contracts are valued based upon their quoted daily settlement prices. Upon entering into a futures contract, a Fund is required to deposit with its futures broker an amount of cash, U.S. Government and
Agency Obligations, or select sovereign debt, in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and based on changes in the price of the contracts, a Fund pays or receives cash
or other eligible assets equal to the daily change in the value of the contract (&#147;variation margin&#148;). Futures Variation Margins, if any, are disclosed within centrally cleared financial derivative instruments on the Statements of Assets
and Liabilities. Gains (losses) are recognized but not considered realized until the contracts expire or close. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin included within exchange traded or
centrally cleared financial derivative instruments on the Statements of Assets and&nbsp;Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(c) Options Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;An option on an instrument (or an index) is a contract that gives the holder of the
option, in return for a premium, the right to buy from (in the case of a call) or sell to (in the case of a put) the writer of the option the instrument underlying the option (or the cash value of the index) at a specified exercise price at any time
during the term of the option. Writing put options tends to increase a Fund&#146;s exposure to the underlying instrument. Writing call options tends to decrease a Fund&#146;s exposure to the underlying instrument. When a Fund writes a call or put,
an amount equal to the premium received is recorded and subsequently marked to market to reflect the current value of the option written. These amounts are included on the Statements of Assets and Liabilities. Premiums received from writing options
which expire are treated as realized gains. Premiums received from writing options which are exercised or closed are added to the proceeds or offset against amounts paid on the underlying futures, swap, security or currency transaction to determine
the realized gain (loss). Certain options may be written with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. A Fund as a writer of an option has no control
over whether the underlying instrument may be sold (&#147;call&#148;) or purchased (&#147;put&#148;) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a
Fund may not be able to enter into a closing transaction because of an illiquid&nbsp;market.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchasing call options tends to increase a Fund&#146;s exposure to the underlying instrument.
Purchasing put options tends to decrease a Fund&#146;s exposure to the underlying instrument. A Fund pays a premium which is included as an asset on the Statements of Assets and Liabilities and subsequently marked to market to reflect the current
value of the option. Premiums paid for purchasing options which expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility
parameters at specified terms. The risk associated with purchasing put and call options is limited to the premium paid. Premiums paid for purchasing options which are exercised or closed are added to the amounts paid or offset against the proceeds
on the underlying investment transaction to determine the realized gain (loss) when the underlying transaction is&nbsp;executed. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Foreign Currency Options</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be written or purchased to be
used as a short or long hedge against possible variations in foreign exchange rates or to gain exposure to foreign&nbsp;currencies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Options on Exchange-Traded Futures Contracts</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;(&#147;Futures
Option&#148;) may be written or purchased to hedge an existing position or future investment, for speculative purposes or to manage exposure to market movements. A Futures Option is an option contract in which the underlying instrument is a single
futures&nbsp;contract. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Options on Securities</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be written or purchased to enhance returns or to hedge an existing position or future investment. An option on a security uses a specified security as the underlying
instrument for the option&nbsp;contract. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(d) Swap
Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are bilaterally negotiated agreements between a Fund and a counterparty to exchange or swap investment cash flows, assets, foreign currencies or
market-linked returns at specified, future intervals. Swap agreements may be privately negotiated in the over the counter market (&#147;OTC swaps&#148;) or may be cleared through a third party, known as a central counterparty or derivatives clearing
organization (&#147;Centrally Cleared Swaps&#148;). A Fund may enter into asset, credit default, cross-currency, interest rate, total return, variance and other forms of swap agreements to manage its exposure to credit, currency, interest rate,
commodity, equity and inflation risk. In connection with these agreements, securities or cash may be identified as collateral or margin in accordance with the terms of the respective swap agreements to provide assets of value and recourse in the
event of default or&nbsp;bankruptcy/insolvency. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Centrally Cleared Swaps are marked to market daily based upon valuations as determined from the underlying contract or in accordance with the
requirements of the central counterparty or derivatives clearing organization. Changes in market value, if any, are reflected as a
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
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<p Style='page-break-before:always'>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
component of net change in unrealized appreciation (depreciation) on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as variation margin
on the Statements of Assets and Liabilities. Centrally Cleared and OTC swap payments received or paid at the beginning of the measurement period are included on the Statements of Assets and Liabilities and represent premiums paid or received upon
entering into the swap agreement to compensate for differences between the stated terms of the swap agreement and prevailing market conditions (credit spreads, currency exchange rates, interest rates, and other relevant factors). Upfront premiums
received (paid) are initially recorded as liabilities (assets) and subsequently marked to market to reflect the current value of the swap. These upfront premiums are recorded as realized gain (loss) on the Statements of Operations upon termination
or maturity of the swap. A liquidation payment received or made at the termination of the swap is recorded as realized gain (loss) on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized
gain (loss) on the Statements of&nbsp;Operations. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For purposes of a Fund&#146;s investment policy adopted pursuant to <FONT STYLE="white-space:nowrap">Rule&nbsp;35d-1</FONT> under the Act (if
any), the Fund will account for derivative instruments at market value. For purposes of applying a Fund&#146;s other investment policies and restrictions, swap agreements, like other derivative instruments, may be valued by a Fund at market value,
notional value or full exposure value (i.e., the sum of the notional amount for the contract plus the market value) or any combination of the foregoing (e.g., notional value for purposes of calculating the numerator and market value for purposes of
calculating the denominator for compliance with a particular policy or restriction). See&nbsp;Note&nbsp;6 &#151; Asset Segregation below. In the case of a credit default swap, in applying certain of a Fund&#146;s investment policies and
restrictions, the Funds will value the credit default swap at its notional value or its full exposure value (i.e., the sum of the notional amount for the contract plus the market value), but may value the credit default swap at market value for
purposes of applying certain of a Fund&#146;s other investment policies and restrictions. For example, a Fund may value credit default swaps at full exposure value for purposes of a Fund&#146;s credit quality guidelines (if any) because such value
in general better reflects a Fund&#146;s actual economic exposure during the term of the credit default swap agreement. As a result, a Fund may, at times, have notional exposure to an asset class (before netting) that is greater or lesser than the
stated limit or restriction noted in a Fund&#146;s prospectus. In this context, both the notional amount and the market value may be positive or negative depending on whether a Fund is selling or buying protection through the credit default swap.
The manner in which certain securities or other instruments are valued by a Fund for purposes of applying investment policies and restrictions may differ from the manner in which those investments are valued by other types of&nbsp;investors.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Entering into swap agreements involves, to varying degrees, elements of interest, credit,
market and documentation risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreements may
default on its obligation to perform or disagree as to the meaning of contractual terms in the agreements and that there may be unfavorable changes in interest rates or the values of the asset upon which the swap is&nbsp;based. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund&#146;s maximum risk of loss from counterparty credit risk
is the discounted net value of the cash flows to be received from the counterparty over the contract&#146;s remaining life, to the extent that amount is positive. The risk may be mitigated by having a master netting arrangement between a Fund and
the counterparty and by the posting of collateral to a Fund to cover a Fund&#146;s exposure to the&nbsp;counterparty. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent a Fund has a policy to limit the net amount owed to or to be received from a single counterparty under existing swap
agreements, such limitation only applies to counterparties to OTC swaps and does not apply to centrally cleared swaps where the counterparty is a central counterparty or derivatives clearing&nbsp;organization. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit Default Swap Agreements</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues are entered into to provide a measure of protection against defaults of the issuers (<I>i.e.</I>, to reduce
risk where a Fund owns or has exposure to the referenced obligation) or to take an active long or short position with respect to the likelihood of a particular issuer&#146;s default. Credit default swap agreements involve one party making a stream
of payments (referred to as the buyer of protection) to another party (the seller of protection) in exchange for the right to receive a specified return in the event that the referenced entity, obligation or index, as specified in the swap
agreement, undergoes a certain credit event. As a seller of protection on credit default swap agreements, a Fund will generally receive from the buyer of protection a fixed rate of income throughout the term of the swap provided that there is no
credit event. As the seller, a Fund would effectively add leverage to its portfolio because, in addition to its total net assets, a Fund would be subject to investment exposure on the notional amount of the&nbsp;swap. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">If a Fund is a seller of protection and a credit event occurs,
as defined under the terms of that particular swap agreement, a Fund will either (i)&nbsp;pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations
or underlying securities comprising the referenced index or (ii)&nbsp;pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">value of the referenced obligation or underlying securities comprising the referenced index.
If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i)&nbsp;receive from the seller of protection an amount equal to the notional amount of the swap and
deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii)&nbsp;receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less
the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are estimated by market makers considering either industry standard recovery rates or entity specific factors and
considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to
calculate the settlement value. The ability to deliver other obligations may result in a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">cheapest-to-deliver</FONT></FONT> option (the buyer of protection&#146;s right to choose the
deliverable obligation with the lowest value following a credit&nbsp;event). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements on corporate or sovereign issues involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the
event of a default or other credit event. If a credit event occurs and cash settlement is not elected, a variety of other deliverable obligations may be delivered in lieu of the specific referenced obligation. The ability to deliver other
obligations may result in a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">cheapest-to-deliver</FONT></FONT> option (the buyer of protection&#146;s right to choose the deliverable obligation with the lowest value following a
credit&nbsp;event). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements
on asset-backed securities involve one party making a stream of payments to another party in exchange for the right to receive a specified return in the event that the referenced entity, obligation or index, as specified in the agreement, undergoes
a certain credit event. Unlike credit default swaps on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues, deliverable obligations in most instances would be limited to the specific referenced obligation, or in some cases, specific
tranches of the specified reference obligation, as performance for asset-backed securities can vary across deals. Prepayments, principal paydowns, and other writedown or loss events on the underlying mortgage loans will reduce the outstanding
principal balance of the referenced obligation. These reductions may be temporary or permanent as defined under the terms of the swap agreement and the notional amount for the swap agreement will be adjusted by corresponding amounts. A Fund may use
credit default swaps on asset-backed securities to provide a measure of protection against defaults of the referenced obligation or to take an active long or short position with respect to the likelihood of a particular referenced
obligation&#146;s&nbsp;default. </FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit default swap agreements on credit indices involve one party making a stream of payments
to another party in exchange for the right to receive a specified return in the event of a write-down, principal shortfall, interest shortfall or default of all or part of the referenced entities comprising the credit index. A credit index is a
basket of credit instruments or exposures designed to be representative of some part of the credit market as a whole. These indices are made up of reference credits that are judged by a poll of dealers to be the most liquid entities in the credit
default swap market based on the sector of the index. Components of the indices may include, but are not limited to, investment grade securities, high yield securities, asset-backed securities, emerging markets, and/or various credit ratings within
each sector. Credit indices are traded using credit default swaps with standardized terms including a fixed spread and standard maturity dates. An index credit default swap references all the names in the index, and if there is a default, the credit
event is settled based on that name&#146;s weight in the index. The composition of the indices changes periodically, usually every six months, and for most indices, each name has an equal weight in the index. Credit default swaps on credit indices
may be used to hedge a portfolio of credit default swaps or bonds, which is less expensive than it would be to buy many credit default swaps to achieve a similar effect or to take an active long or short position with respect to the likelihood of a
particular referenced obligation&#146;s default. Credit default swaps on indices are instruments often used to attempt to protect investors owning bonds against default, but may also be used for speculative&nbsp;purposes. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Implied credit spreads, represented in absolute terms, utilized
in determining the market value of credit default swap agreements on corporate, loan, sovereign, U.S. municipal or U.S. Treasury issues as of period end, if any, are disclosed in the Notes to Schedules of Investments. They serve as an indicator of
the current status of payment/performance risk and represent the likelihood or risk of default for the reference entity. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include
upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined
under the terms of the agreement. For credit default swap agreements on asset-backed securities and credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk.
Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity&#146;s credit soundness and a greater likelihood or risk of default or other credit event occurring as
defined under the terms of the&nbsp;agreement. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
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<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The maximum
potential amount of future payments (undiscounted) that a Fund as a seller of protection could be required to make under a credit default swap agreement equals the notional amount of the agreement. Notional amounts of each individual credit default
swap agreement outstanding as of period end for which a Fund is the seller of protection are disclosed in the Notes to Schedules of Investments. These potential amounts would be partially offset by any recovery values of the respective referenced
obligations, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into by a Fund for the same referenced entity or&nbsp;entities. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest Rate Swap Agreements</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;may be entered into to help hedge against interest rate risk exposure and to maintain a Fund&#146;s ability to generate income at prevailing market rates. The value of the fixed
rate bonds that the Funds hold may decrease if interest rates rise. To help hedge against this risk and to maintain its ability to generate income at prevailing market rates, a Fund may enter into interest rate swap agreements. Interest rate swap
agreements involve the exchange by a Fund with another party for their respective commitment to pay or receive interest on the notional amount of principal. Certain forms of interest rate swap agreements may include: (i)&nbsp;interest rate caps,
under which, in return for a premium, one party agrees to make payments to the other to the extent that interest rates exceed a specified rate, or &#147;cap&#148;, (ii)&nbsp;interest rate floors, under which, in return for a premium, one party
agrees to make payments to the other to the extent that interest rates fall below a specified rate, or &#147;floor&#148;, (iii)&nbsp;interest rate collars, under which a party sells a cap and purchases a floor or vice versa in an attempt to protect
itself against interest rate movements exceeding given minimum or maximum levels, (iv)&nbsp;callable interest rate swaps, under which the buyer pays an upfront fee in consideration for the right to early terminate the swap transaction in whole, at
zero cost and at a predetermined date and time prior to the maturity date, (v)&nbsp;spreadlocks, which allow the interest rate swap users to lock in the forward differential (or spread) between the interest rate swap rate and a specified benchmark,
or (vi)&nbsp;basis swaps, under which two parties can exchange variable interest rates based on different segments of money&nbsp;markets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Total Return Swap Agreements</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;are entered into to gain or
mitigate exposure to the underlying reference asset. Total return swap agreements involve commitments where single or multiple cash flows are exchanged based on the price of an underlying reference asset and on a fixed or variable interest rate.
Total return swap agreements may involve commitments to pay interest in exchange for a market-linked return. One counterparty pays out the total return of a specific underlying reference asset, which may include a single security, a basket of
securities, or an index, and in return receives a fixed or variable rate. At the maturity date, a net cash flow is exchanged where the total return is equivalent to the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
return of the underlying reference asset less a financing rate, if any. As a receiver, a Fund would receive payments based on any net positive total return and would owe payments in the event of
a net negative total return. As the payer, a Fund would owe payments on any net positive total return, and would receive payments in the event of a net negative total return. A Fund&#146;s use of a total return swap exposes the Fund to credit loss
in the event of nonperformance by the swap counterparty. Risk may also arise from the unanticipated movements in value of exchange rates, interest rates, securities, or the&nbsp;index. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Asset Segregation</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Certain
transactions described above can be viewed as constituting a form of borrowing or financing transaction by a Fund. In such event, a Fund will cover its obligation under such transactions by segregating or &#147;earmarking&#148; assets in accordance
with procedures adopted by the Board, in which case such transactions will not be considered &#147;senior securities&#148; by a Fund. With respect to forwards, futures contracts, options and swaps that are contractually required to cash settle
(i.e., where physical delivery of the underlying reference asset is not permitted), a Fund (other than PIMCO Dynamic Income Fund and PIMCO Income Opportunity Fund) is permitted to segregate or earmark liquid assets equal to a Fund&#146;s daily <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> net obligation under the derivative instrument, if any, rather than the derivative&#146;s full notional value. For PIMCO Dynamic Income Fund and PIMCO Income
Opportunity Fund, with respect to forwards and futures contracts and interest rate swaps that are contractually required to cash settle (i.e., where physical delivery of the underlying reference asset is not permitted), the Fund is permitted to
segregate or earmark liquid assets equal to the Fund&#146;s daily <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> net obligation under the derivative instrument, if any, rather than the
derivative&#146;s full notional value, but may segregate full notional value, as applicable, with respect to certain other derivative instruments (including written credit default swaps and written options) that contractually require or permit
physical delivery of securities or other underlying assets. By segregating or earmarking liquid assets equal to only its net <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">marked-to-market</FONT></FONT> obligation under certain
derivatives that are required to cash settle, a Fund will have the ability to employ leverage to a greater extent than if a Fund were to segregate or earmark liquid assets equal to the full notional value of the&nbsp;derivative. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">7. PRINCIPAL RISKS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the normal course of business, the Funds trade financial instruments and enter into financial transactions
where risk of potential loss exists due to such things as changes in the market (market risk) or failure or inability of the other party to a transaction to perform (credit and counterparty risk). See below for a detailed description of select
principal risks. For a more comprehensive list of potential risks the Funds may be subject to, please see the Important Information About the&nbsp;Funds.
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p Style='page-break-before:always'>
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<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Market
Risks</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;A Fund&#146;s investments in financial derivative instruments and other financial instruments expose the Fund to various risks such as, but not limited to,
interest rate, foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currency, equity and commodity&nbsp;risks. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Interest rate risk is the risk that fixed income securities and other instruments held by a Fund will decline in value because of changes in
interest rates. As nominal interest rates rise, the value of certain fixed income securities held by a Fund is likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Interest
rate changes can be sudden and unpredictable, and a Fund may lose money if these changes are not anticipated by the Fund&#146;s management. Variable rate securities may decline in value if their interest rates do not rise as much, or as quickly, as
interest rates in general. A Fund may not be able to hedge against changes in interest rates or may choose not to do so for cost or other reasons. In addition, any hedges may not work as&nbsp;intended. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fixed income securities with longer durations tend to be more
sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is a measure used to determine the sensitivity of a security&#146;s price to changes in interest rates that incorporates a
security&#146;s yield, coupon, final maturity and call features, among other characteristics. Duration is useful primarily as a measure of the sensitivity of a fixed income security&#146;s market price to interest rate (i.e. yield) movements. All
other things remaining equal, for each one percentage point increase in interest rates, the value of a portfolio of fixed income investments would generally be expected to decline by one percent for every year of the portfolio&#146;s average
duration above zero. For example, the value of a portfolio of fixed income securities with an average duration of three years would generally be expected to decline by approximately 3% if interest rates rose by one percentage point. Convexity is an
additional measure used to understand a security&#146;s interest rate sensitivity. Convexity measures the rate of change of duration in response to changes in interest rates and may be positive or negative. Securities with negative convexity may
experience greater losses during periods of rising interest rates, and accordingly Funds holding such securities may be subject to a greater risk of losses in periods of rising interest&nbsp;rates. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A wide variety of factors can cause interest rates to rise
(e.g., central bank monetary policies, inflation rates, general economic conditions, etc.). This is especially true under current economic conditions because interest rates are near historically low levels. Thus, the Funds currently face a
heightened level of interest rate risk, especially as the Federal Reserve Board ended its quantitative easing program in October 2014 and raised interest rates several times thereafter before lowering them in July 2019. Interest rates may change in
the future depending upon the Federal Reserve Board&#146;s view of economic growth, inflation,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
employment and other market factors. To the extent the Federal Reserve Board raises interest rates, there is a risk that rates across the financial system may rise. During periods of very low or
negative interest rates, a Fund may be unable to maintain positive returns. Changing interest rates, including rates that fall below zero, may have unpredictable effects on markets, may result in heightened market volatility and may detract from
Fund performance to the extent a Fund is exposed to such interest rates. Rising interest rates may result in a decline in value of a Fund&#146;s fixed-income investments and in periods of volatility. Further, while U.S. bond markets have steadily
grown over the past three decades, dealer &#147;market making&#148; ability has remained relatively stagnant. As a result, dealer inventories of certain types of bonds and similar instruments, which provide a core indication of the ability of
financial intermediaries to &#147;make markets,&#148; are at or near historic lows in relation to market size. Because market makers provide stability to a market through their intermediary services, the significant reduction in dealer inventories
could potentially lead to decreased liquidity and increased volatility in the fixed income markets. Such issues may be exacerbated during periods of economic uncertainty. All of these factors, collectively and/or individually, could cause a Fund to
lose&nbsp;value. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Foreign <FONT
STYLE="white-space:nowrap">(non-U.S.)</FONT> securities in this report are classified by the country of incorporation of a holding. In certain instances, a security&#146;s country of incorporation may be different from its country of economic
exposure. If a Fund invests directly in foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies or in securities that trade in, and receive revenues in, foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, or in
financial derivatives that provide exposure to foreign <FONT STYLE="white-space:nowrap">(non-U.S.)</FONT> currencies, it will be subject to the risk that those currencies will decline in value relative to the base currency of the Fund, or, in the
case of hedging positions, that the Fund&#146;s base currency will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including
changes in interest rates, intervention (or the failure to intervene) by U.S. or foreign governments, central banks or supranational entities such as the International Monetary Fund, or by the imposition of currency controls or other political
developments in the United States or abroad. As a result, a Fund&#146;s investments in foreign currency denominated securities may reduce the Fund&#146;s&nbsp;returns. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The market values of a Fund&#146;s investments may decline due
to general market conditions which are not specifically related to a particular company or issuer, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or
adverse investor sentiment. They may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
related investments generally have greater market price volatility than fixed income securities, although under certain market conditions fixed income securities may have comparable or greater
price volatility. Credit ratings downgrades may also negatively affect securities held by a Fund. Even when markets perform well, there is no assurance that the investments held by a Fund will increase in value along with the broader market. In
addition, market risk includes the risk that geopolitical events will disrupt the economy on a national or global&nbsp;level. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund&#146;s investments in commodity-linked financial derivative instruments may subject the Fund to greater market price volatility than
investments in traditional securities. The value of commodity-linked financial derivative instruments may be affected by changes in overall market movements, commodity index volatility, changes in interest rates, or factors affecting a particular
industry or commodity, such as drought, floods, weather, livestock disease, embargoes, tariffs and international economic, political and regulatory&nbsp;developments. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Credit and Counterparty Risks</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;A Fund will be exposed to credit risk to parties with whom it trades and will also bear the risk of settlement default. A Fund seeks to minimize concentrations of credit risk by
undertaking transactions with a large number of counterparties on recognized and reputable exchanges, where applicable. Over the counter (&#147;OTC&#148;) derivative transactions are subject to the risk that a counterparty to the transaction will
not fulfill its contractual obligations to the other party, as many of the protections afforded to centrally cleared derivative transactions might not be available for OTC derivative transactions. For derivatives traded on an exchange or through a
central counterparty, credit risk resides with a Fund&#146;s clearing broker, or the clearinghouse itself, rather than with a counterparty in an OTC derivative transaction. A Fund could lose money if the issuer or guarantor of a fixed income
security, or the counterparty to a financial derivatives contract, repurchase agreement or a loan of portfolio securities, is unable or unwilling to make timely principal and/or interest payments, or to otherwise honor its obligations. Securities
are subject to varying degrees of credit risk, which are often reflected in credit&nbsp;ratings. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Similar to credit risk, a Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which the Fund has unsettled or open transactions will default. PIMCO,
as the Manager, seeks to minimize counterparty risks to the Funds through a number of ways. Prior to entering into transactions with a new counterparty, the PIMCO Counterparty Risk Committee conducts an extensive credit review of such counterparty
and must approve the use of such counterparty. Furthermore, pursuant to the terms of the underlying contract, to the extent that unpaid amounts owed to a Fund exceed a predetermined threshold, such counterparty is required to advance
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
collateral to the Fund in the form of cash or securities equal in value to the unpaid amount owed to the Fund. A Fund may invest such collateral in securities or other instruments and will
typically pay interest to the counterparty on the collateral received. If the unpaid amount owed to a Fund subsequently decreases, the Fund would be required to return to the counterparty all or a portion of the collateral previously advanced.
PIMCO&#146;s attempts to minimize counterparty risk may, however, be&nbsp;unsuccessful. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">All transactions in listed securities are settled/paid for upon delivery using approved counterparties. The risk of default is considered minimal, as delivery of securities sold is only made
once a Fund has received payment. Payment is made on a purchase once the securities have been delivered by the counterparty. The trade will fail if either party fails to meet its&nbsp;obligation. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">8. MASTER NETTING ARRANGEMENTS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may be subject to various netting arrangements
(&#147;Master Agreements&#148;) with select counterparties. Master Agreements govern the terms of certain transactions, and are intended to reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms
and providing standardization that is intended to improve legal certainty. Each type of Master Agreement governs certain types of transactions. Different types of transactions may be traded out of different legal entities or affiliates of a
particular organization, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a
counterparty in the event of a default with respect to all the transactions governed under a single Master Agreement with a counterparty. For financial reporting purposes the Statements of Assets and Liabilities generally present derivative assets
and liabilities on a gross basis, which reflects the full risks and exposures prior to&nbsp;netting. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at <FONT STYLE="white-space:nowrap">pre-arranged</FONT> exposure levels. Under most
Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a
specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Bills and U.S. dollar cash are generally the preferred forms of collateral, although other
securities may be used depending on the terms outlined in the applicable Master Agreement. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities as either a component of Investments at value
(securities) or Deposits with </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">counterparty. Cash collateral received is not typically held in a segregated account and as
such is reflected as a liability on the Statements of Assets and Liabilities as Deposits from counterparty. The market value of any securities received as collateral is not reflected as a component of NAV. A Fund&#146;s overall exposure to
counterparty risk can change substantially within a short period, as it is affected by each transaction subject to the relevant Master&nbsp;Agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Repurchase Agreements and Global Master Repurchase Agreements (individually and collectively &#147;Master Repo Agreements&#148;)
govern repurchase, reverse repurchase, and certain sale-buyback transactions between a Fund and select counterparties. Master Repo Agreements maintain provisions for, among other things, initiation, income payments, events of default, and
maintenance of collateral. The market value of transactions under the Master Repo Agreement, collateral pledged or received, and the net exposure by counterparty as of period end are disclosed in the Notes to Schedules of&nbsp;Investments.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Master Securities Forward Transaction Agreements
(&#147;Master Forward Agreements&#148;) govern certain forward settling transactions, such as TBA securities, delayed-delivery or certain sale-buyback transactions by and between a Fund and select counterparties. The Master Forward Agreements
maintain provisions for, among other things, transaction initiation and confirmation, payment and transfer, events of default, termination, and maintenance of collateral. The market value of forward settling transactions, collateral pledged or
received, and the net exposure by counterparty as of period end is disclosed in the Notes to Schedules of Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Customer Account Agreements and related addenda govern cleared derivatives transactions such as futures, options on futures, and cleared OTC
derivatives. Such transactions require posting of initial margin as determined by each relevant clearing agency which is segregated in an account at a futures commission merchant (&#147;FCM&#148;) registered with the CFTC. In the United States,
counterparty risk may be reduced as creditors of an FCM cannot have a claim to Fund assets in the segregated account. Portability of exposure reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not
be netted between futures and cleared OTC derivatives unless the parties have agreed to a separate arrangement in respect of portfolio margining. The market value or accumulated unrealized appreciation (depreciation), initial margin posted, and any
unsettled variation margin as of period end are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Prime Broker Arrangements may be entered into to facilitate execution and/or clearing of listed equity option transactions or short sales of equity securities between a Fund and selected
counterparties. The arrangements provide guidelines surrounding the rights, obligations,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
and other events, including, but not limited to, margin, execution, and settlement. These agreements maintain provisions for, among other things, payments, maintenance of collateral, events of
default, and termination. Margin and other assets delivered as collateral are typically in the possession of the prime broker and would offset any obligations due to the prime broker. The market values of listed options and securities sold short and
related collateral are disclosed in the Notes to Schedules of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes (&#147;ISDA Master Agreements&#148;) govern bilateral OTC derivative transactions entered
into by a Fund with select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral posting and events of default or termination. Events of termination include conditions that may
entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement. Any election to terminate early could be material to the financial statements. In limited
circumstances, the ISDA Master Agreement may contain additional provisions that add counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if
any, may be segregated with a third-party custodian. The market value of OTC financial derivative instruments, collateral received or pledged, and net exposure by counterparty as of period end are disclosed in the Notes to Schedules
of&nbsp;Investments. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">9. FEES AND EXPENSES </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(a) Management Fee</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Pursuant to the Investment Management Agreement with PIMCO (the &#147;Agreement&#148;), and subject to the supervision of the Board, PIMCO is responsible for providing to each
Fund investment guidance and policy direction in connection with the management of the Fund, including oral and written research, analysis, advice, and statistical and economic data and information. In addition, pursuant to the Agreement and subject
to the general supervision of the Board, PIMCO, at its expense, provides or causes to be furnished most other supervisory and administrative services the Funds require, including but not limited to, expenses of most third-party service providers
(e.g., audit, custodial, legal, transfer agency, printing) and other expenses, such as those associated with insurance, proxy solicitations and mailings for shareholder meetings, NYSE listing and related fees, tax services, valuation services and
other services the Funds require for their daily&nbsp;operations. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>125</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Pursuant to the
Agreement, PIMCO receives an annual fee, payable monthly, at the annual rates shown in the table below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Annual<BR>Rate</B></FONT></TD>
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<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
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<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.900%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.105%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.055%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.955%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.150%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.150%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets refer to the
total assets of each Fund (including assets attributable to any reverse repurchase agreements, borrowings and preferred shares that may be outstanding) minus accrued liabilities (other than liabilities representing reverse repurchase agreements and
borrowings). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets refer to the
total assets of each Fund (including assets attributable to any preferred shares and borrowings that may be outstanding) minus accrued liabilities (other than liabilities representing borrowings). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily net asset value (including daily net assets attributable to any
preferred shares of the Fund that may be outstanding). </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Management fees calculated based on the Fund&#146;s average daily &#147;total managed assets&#148;. Total managed assets includes total
assets of the Fund (including assets attributable to any reverse repurchase agreements, dollar rolls, borrowings and preferred shares that may be outstanding) minus accrued liabilities (other than liabilities representing reverse repurchase
agreements, dollar rolls and borrowings). </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">(b) Fund Expenses</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Each Fund bears other expenses, which may vary and affect the total level of expenses paid
by shareholders, such as (i)&nbsp;salaries and other compensation or expenses, including travel expenses of any of the Fund&#146;s executive officers and employees, if any, who are not officers, directors, shareholders, members, partners or
employees of PIMCO or its subsidiaries or affiliates; (ii)&nbsp;taxes and governmental fees, if any, levied against the Fund; (iii)&nbsp;brokerage fees and commissions and other portfolio transaction expenses incurred by or for the Fund (including,
without limitation, fees and expenses of outside legal counsel or third-party consultants retained in connection with reviewing, negotiating and structuring specialized loan and other investments made by the Fund, subject to specific or general
authorization by the Fund&#146;s Board (for example, <FONT STYLE="white-space:nowrap">so-called</FONT> &#147;broken-deal costs&#148; (e.g., fees, costs, expenses and liabilities, including, for example, due diligence-related fees, costs, expenses
and liabilities, with respect to unconsummated investments))); (iv) expenses of the Fund&#146;s securities lending (if any), including any securities lending agent fees, as governed by a separate securities lending agreement; (v)&nbsp;costs,
including interest expense, of borrowing money or engaging in other types of leverage financing, including, without limitation, through the use by the Fund of reverse repurchase agreements, tender option bonds, bank borrowings and credit facilities;
(vi)&nbsp;costs, including dividend and/or interest expenses and other costs (including, without limitation, offering and related legal costs, fees to brokers, fees to auction agents, fees to transfer agents, fees to ratings agencies and
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
fees to auditors associated with satisfying ratings agency requirements for preferred shares or other securities issued by the Fund and other related requirements in the Fund&#146;s
organizational documents) associated with the Fund&#146;s issuance, offering, redemption and maintenance of preferred shares, commercial paper or other senior securities for the purpose of incurring leverage; (vii)&nbsp;fees and expenses of any
underlying funds or other pooled vehicles in which the Fund invests; (viii)&nbsp;dividend and interest expenses on short positions taken by the Fund; (ix)&nbsp;fees and expenses, including travel expenses, and fees and expenses of legal counsel
retained for their benefit, of Trustees who are not officers, employees, partners, shareholders or members of PIMCO or its subsidiaries or affiliates; (x)&nbsp;extraordinary expenses, including extraordinary legal expenses, that may arise, including
expenses incurred in connection with litigation, proceedings, other claims, and the legal obligations of the Fund to indemnify its Trustees, officers, employees, shareholders, distributors, and agents with respect thereto; (xi)&nbsp;organizational
and offering expenses of the Fund, including with respect to share offerings, such as rights offerings and shelf offerings, following the Fund&#146;s initial offering, and expenses associated with tender offers and other share repurchases and
redemptions; and (xii)&nbsp;expenses of the Fund which are capitalized in accordance with U.S.&nbsp;GAAP.</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each of the Trustees of the Funds who is not an interested person under Section&nbsp;2(a)(19) of the Act, (the &#147;Independent Trustees&#148;) also serves as a trustee of a number of other <FONT
STYLE="white-space:nowrap">closed-end</FONT> funds for which PIMCO serves as investment manager (together with the Funds, the &#147;PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds&#148;), as well as PIMCO Flexible Credit Income Fund
and PIMCO Flexible Municipal Income Fund, each a closed end management investment company managed by PIMCO that is operated as an &#147;interval fund&#148; (the &#147;PIMCO Interval Funds&#148;), and PIMCO-Managed Accounts Trust, an <FONT
STYLE="white-space:nowrap">open-end</FONT> management investment company with multiple series for which PIMCO serves as investment adviser and administrator (&#147;PMAT&#148; and, together with the PIMCO
<FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds and the PIMCO Interval Funds, the &#147;PIMCO-Managed Funds&#148;). In addition, each of the Independent Trustees also serves as a trustee of certain investment companies (together, the
&#147;Allianz-Managed Funds&#148;), for which Allianz Global Investors U.S. LLC (&#147;AllianzGI U.S.&#148;), an affiliate of PIMCO, serves as investment manager. Prior to the close of business on September&nbsp;5, 2014, a predecessor entity of
AllianzGI U.S. served as investment manager of PMAT and the PIMCO <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds other than PIMCO Energy and Tactical Credit Opportunities Fund. The Funds pay no compensation directly to any Trustee or any
other officer who is affiliated with the administrator, all of whom receive remuneration for their services to the Funds from the administrator or its affiliates.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>126</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">10. RELATED PARTY TRANSACTIONS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Manager is a related party. Fees payable to this party are
disclosed in Note 9, Fees and Expenses, and the accrued related party fee amounts are disclosed on the Statements of Assets and Liabilities. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Certain Funds are permitted to purchase or sell securities from or to certain related affiliated funds under specified
conditions outlined in procedures adopted by the Board. The procedures have been designed to ensure that any purchase or sale of securities by the Funds from or to another fund or portfolio that are, or could be, considered an affiliate, or an
affiliate of an affiliate, by virtue of having a common investment adviser (or affiliated investment advisers), common Trustees and/or common officers complies with Rule <FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act. Further, as
defined under the procedures, each transaction is effected at the current market price. Purchases and sales of securities pursuant to Rule <FONT STYLE="white-space:nowrap">17a-7</FONT> under the Act for the period ended June&nbsp;30, 2019, were as
follows (amounts in
thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="65%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="5%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,667</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,650</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">809</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,525</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,520</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,556</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,340</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">7,010</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;135,510</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;113,364</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,055</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">43,586</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="16" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">11. GUARANTEES AND INDEMNIFICATIONS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under the organizational documents of PIMCO Global
StocksPLUS&nbsp;&amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO Dynamic Income Fund and PIMCO Dynamic Credit and Mortgage Income Fund, each Trustee and officer is indemnified, to the extent permitted by the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Act, against certain liabilities that may arise out of performance of their duties to the Funds. Under the organizational documents of PCM Fund, Inc. and PIMCO Strategic Income Fund, Inc., each
Director and officer is indemnified to the fullest extent permitted by Maryland law and the Act. For PCM Fund, Inc., employees and agents of the Fund are indemnified to the maximum extent permitted by Maryland Law and the Act. For PIMCO Strategic
Income Fund, Inc., employees and agents of the Fund may be indemnified to the extent determined by the Board and subject to the limitations of the Act. Additionally, in the normal course of business, the Funds enter into contracts that contain a
variety of indemnification clauses. The Funds&#146; maximum exposure under these arrangements is unknown as this would involve future claims that may be made against the Funds that have not yet occurred. However, the Funds have not had prior claims
or losses pursuant to these contracts. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">12. PURCHASES AND SALES OF
SECURITIES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The length of time a Fund has held a
particular security is not generally a consideration in investment decisions. A change in the securities held by a Fund is known as &#147;portfolio turnover.&#148; Each Fund may engage in frequent and active trading of portfolio securities to
achieve its investment objective, particularly during periods of volatile market movements. High portfolio turnover may involve correspondingly greater transaction costs, including brokerage commissions or dealer
<FONT STYLE="white-space:nowrap">mark-ups</FONT> and other transaction costs on the sale of securities and reinvestments in other securities, which are borne by the Fund. Such sales may also result in realization of taxable capital gains, including
short-term capital gains (which are generally taxed at ordinary income tax rates when distributed to shareholders). The transaction costs associated with portfolio turnover may adversely affect a Fund&#146;s performance. The portfolio turnover rates
are reported in the Financial&nbsp;Highlights. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Purchases and sales of securities (excluding short-term investments) for the period ended June&nbsp;30, 2019, were as follows (amounts in&nbsp;thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="50%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD COLSPAN="4" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>U.S. Government/Agency</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>All Other</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1" COLSPAN="5"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" COLSPAN="4"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Fund Name</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Purchases</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Sales</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,132</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,844</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">32,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,834</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">617,286</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">611,585</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">44,454</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">25,212</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">5,615</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">178,153</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">91,818</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7,639,065</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;7,912,253</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">136,054</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,534</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">4,703</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,384</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,261,714</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;679,370</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,334</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,843</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">613,697</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">277,701</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">13. COMMON SHARES OFFERING </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCM Fund, Inc. has the authority to issue
300 million shares of $0.001 par value common stock. PIMCO Strategic Income Fund, Inc. has the authority to issue 500 million shares of $0.00001 par value common stock. PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund, PIMCO Income
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Opportunity Fund, PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund have authorized an unlimited number of Common Shares at a par value of $0.00001 per share.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On March&nbsp;23, 2017, the SEC declared effective a
registration statement filed using the &#147;shelf&#148; registration process for PIMCO Dynamic Income
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
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<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>127</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Fund. Pursuant to the shelf registration, PIMCO Dynamic Income Fund may offer and sell, from time to time, in one or more offerings, up to 9,500,000 of its Common Shares, par value $0.00001 per
share. The aggregate sale proceeds for the sales of the PIMCO Dynamic Income Fund Common Shares are subject to an aggregate cap of $275,685,250. The Fund may not sell any Common Shares at a price below the NAV of such Common Shares, exclusive of any
distributing commission or discount. Sales of the Common Shares, if any, may be made in negotiated transactions or transactions that are deemed to be &#147;at the market&#148;, including sales made directly on the NYSE or sales made to or through a
market maker other than on an exchange. During the period ended June&nbsp;30, 2019, the Fund sold 1,701,693 Common Shares. Proceeds from the offerings during the period ended June&nbsp;30, 2019 (net of commissions and fees) were $54,996,940.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On July&nbsp;6, 2018, the SEC declared effective a
registration statement filed using the &#147;shelf&#148; registration process for PIMCO Income Opportunity Fund. Pursuant to the shelf registration, PIMCO Income Opportunity Fund may offer and sell, from time to time, in one or more offerings, up to
3,000,000 of its Common Shares, par value $0.00001 per share. The aggregate sale proceeds for the sales of the PIMCO Income Opportunity Fund Common Shares are subject to an aggregate cap of $85,000,000. The Fund may not sell any Common Shares at a
price below the NAV of such Common Shares, exclusive of any distributing commission or discount. Sales of the Common Shares, if any, may be made in negotiated transactions or transactions that are deemed to be &#147;at the market&#148;, including
sales made directly on the NYSE or sales made to or through a market maker other than on an exchange. During the period ended June&nbsp;30, 2019, the Fund sold 1,250,126 Common Shares. Proceeds from the offerings during the&nbsp;period ended
June&nbsp;30, 2019 (net of commissions and fees) were&nbsp;$33,002,707. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="3">14. BASIS FOR CONSOLIDATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCILS I LLC and PDILS I LLC (each a &#147;Subsidiary&#148; and, collectively, the &#147;Subsidiaries&#148;), both Delaware LLC exempted companies, were formed as wholly owned subsidiaries
acting as investment vehicles for PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund (for purposes of this section, each a &#147;Fund&#148; and, collectively, the &#147;Funds&#148;), respectively, in order to effect certain
investments consistent with each Fund&#146;s objectives and policies in effect from time to time. PCILS&nbsp;I LLC and PDILS I LLC were formed on March&nbsp;7, 2013 and March&nbsp;12, 2013, respectively. PIMCO Dynamic Income Credit and Mortgage
Fund&#146;s and PIMCO Dynamic Income Fund&#146;s investment portfolios have been consolidated and include the portfolio holdings of each Fund&#146;s respective Subsidiary. Accordingly, the consolidated financial statements for each Fund include the
accounts of each Fund&#146;s respective subsidiary. All inter-company transactions and balances have been eliminated. This structure was established so that certain loans could be
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
held by a separate legal entity from the Funds. The net assets of PCILS I LLC and PDILS I LLC as of period end represented 1.0% and 0.3%, respectively, of each respective Fund&#146;s consolidated
net assets. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">15. REGULATORY AND LITIGATION MATTERS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds are not named as defendants in any material
litigation or arbitration proceedings and are not aware of any material litigation or claim pending or threatened against them. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The foregoing speaks only as of the date of this report. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">16. FEDERAL INCOME TAX MATTERS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund intends to qualify as a regulated investment company
under Subchapter M of the Internal Revenue Code (the &#147;Code&#148;) and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">A Fund may be subject to local withholding taxes, including
those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In accordance with U.S. GAAP, the Manager has reviewed the
Funds&#146; tax positions for all open tax years. As of June&nbsp;30, 2019, the Funds have recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions they have taken or expect to take in future tax returns.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds file U.S. federal, state, and local tax
returns as required. The Funds&#146; tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be
extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>128</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2019, the components of
distributable taxable earnings are as follows (amounts in thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


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<TD></TD>
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<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
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<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Undistributed<BR>Ordinary<BR>Income<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>
</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Undistributed<BR>Long-Term<BR>Capital Gains</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Tax Basis<BR>Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Other<BR><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Book-to-Tax</FONT></FONT><BR>Accounting
<BR>Differences<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Accumulated<BR>Capital<BR>Losses<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP></B>
</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR><FONT STYLE="white-space:nowrap">Late-Year</FONT><BR>Loss<BR>Deferral -<BR>Capital<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR><FONT STYLE="white-space:nowrap">Late-Year</FONT><BR>Loss<BR>Deferral -<BR>Ordinary<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">89</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,574</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(928</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,558</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,415</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(1,022</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(24,152</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,097</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;2,062</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,471</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(3,125</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,293</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,659</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(46,216</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;61,522</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">84,666</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(22,578</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(162,274</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22,316</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;169,418</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,497</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(1)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes undistributed short-term capital gains, if any. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(2)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Adjusted for open wash sale loss deferrals and the accelerated recognition of unrealized gain or loss on certain futures, options and
forward contracts for federal income tax purposes. Also adjusted for differences between book and tax realized and unrealized gain (loss) on swap contracts, partnership adjustments, passive foreign investment companies (PFICs), convertible preferred
securities, straddle loss deferrals, Lehman securities, defaulted securities, OGX, Barclays, and dollar roll conversion. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(3)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Represents differences in income tax regulations and financial accounting principles generally accepted in the United States of America,
mainly for distributions payable at fiscal <FONT STYLE="white-space:nowrap">year-end.</FONT> </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(4)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Capital losses available to offset future net capital gains expire in varying amounts as shown below. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(5)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Capital losses realized during the period November&nbsp;1, 2018 through June&nbsp;30, 2019 which the Funds elected to defer to the
following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(6)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Specified losses realized during the period November&nbsp;1, 2018 through June&nbsp;30, 2019 and Ordinary losses realized during the
period January&nbsp;1, 2019 through June&nbsp;30, 2019, which the Funds elected to defer to the following taxable year pursuant to income tax regulations. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Under the Regulated Investment Company Act of 2010, a fund is
permitted to carry forward any new capital losses for an unlimited period. Additionally, such capital losses that are carried forward will retain their character as either short-term or long-term capital losses rather than being considered all
short-term under previous law. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2019, the Funds had the following post-effective capital losses with no expiration (amounts in
thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="66%"></TD>

<TD VALIGN="bottom" WIDTH="9%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="5%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Short-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B><FONT STYLE="white-space:nowrap">Long-Term</FONT></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,558</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">23,425</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">727</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,168</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">37,048</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;99,603</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;62,671</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As of June&nbsp;30, 2019, the aggregate
cost and the net unrealized appreciation/(depreciation) of investments for federal income tax purposes are as follows (amounts in thousands</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="42%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Federal<BR>Tax Cost</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>Appreciation</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Unrealized<BR>(Depreciation)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Net Unrealized<BR>Appreciation/<BR>(Depreciation)<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(7)</SUP></B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">181,333</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">22,112</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(12,536</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,576</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">193,086</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">21,128</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(23,611</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(2,483</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">578,375</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">64,055</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(36,666</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">27,389</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,013,682</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">42,624</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(36,369</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,255</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;5,800,983</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;497,388</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;(414,007</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">83,381</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2,463,827</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">349,755</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(180,598</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">)&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;169,157</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(7)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Primary differences, if any, between book and tax net unrealized appreciation/(depreciation) on investments are attributable to open wash
sale loss deferrals, passive foreign investment companies (PFICs), defaulted securities, OGX, Barclays, dollar roll conversion, convertible preferred securities, unrealized gain or loss on certain futures, options and forward contracts, realized and
unrealized gain (loss) swap contracts, straddle loss deferrals, Lehman securities, and partnership adjustments. </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>129</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Notes to Financial Statements <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">June&nbsp;30,&nbsp;2019 </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For the fiscal years ended June&nbsp;30, 2019 and June&nbsp;30, 2018, respectively, the Funds made the following tax basis distributions (amounts in&nbsp;thousands</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">): </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="46%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>June&nbsp;30, 2019</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="10" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>June&nbsp;30, 2018</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ordinary<BR>Income<BR>Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Long-Term<BR>Capital Gain<BR>Distributions</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Return&nbsp;of<BR>Capital<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" NOWRAP ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Ordinary<BR>Income<BR>Distributions<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Long-Term<BR>Capital Gain<BR>Distributions</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Return&nbsp;of<BR>Capital<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP></B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,126</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">11,341</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">12,972</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">15,394</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;1,915</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">41,656</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">34,421</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">26,420</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;9,531</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,951</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;318,577</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;270,155</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">176,938</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">134,192</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(8)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Includes short-term capital gains distributed, if any. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">(9)</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A portion of the distributions made represents a tax return of capital. Return of capital distributions have been reclassified from
undistributed net investment income to <FONT STYLE="white-space:nowrap">paid-in</FONT> capital to more appropriately conform financial accounting to tax accounting. </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">For tax years ending before July&nbsp;1, 2018, RCS accounted for mortgage dollar rolls as
financing transactions, such that the Fund treated the difference between the selling price and future purchase price on a mortgage dollar roll as interest income for U.S. federal income tax purposes. On July 18, 2019, the IRS granted RCS&#146;
application for a change in accounting method for mortgage dollar rolls. Accordingly, for tax years ending after June 30, 2018, RCS accounts for mortgage dollar rolls as sales or exchanges for U.S. federal income tax purposes. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Fund&#146;s treatment of mortgage dollar rolls for U.S.
federal income tax purposes determines the character and source of the Fund&#146;s distributions relating to income earned thereon. Treatment of mortgage dollar rolls as financing transactions may increase the amount of distributions received by
Fund shareholders, or may increase the portion thereof that is taxed as ordinary income, and cause shareholders to be taxed on distributions that effectively represent a return of the shareholder&#146;s investment therein. As a result of the change
in accounting method granted by the IRS, for tax years ending after June 30, 2018, the Fund expects that any gain or loss it recognizes on mortgage dollar rolls will generally be treated as short-term capital gain or loss, as applicable. Any such
short-term capital gains for a taxable year will be offset by the Fund&#146;s capital losses for such year, and any available capital loss carryforwards. The application of sale or exchange treatment to mortgage dollar rolls may therefore increase
the portion of the Fund&#146;s distributions to shareholders that are treated as returns of capital for U.S. federal income tax purposes, or lead the Fund to decrease its distributions to reduce or avoid returns of capital. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The U.S. federal income tax rules governing the treatment of
mortgage dollar roll transactions are complex, and the proper treatment of such transactions is uncertain. If the IRS were to challenge or recharacterize RCS&#146;s treatment of mortgage dollar rolls successfully, it would affect the amount, timing
and character of distributions received by the Fund&#146;s shareholders. A taxpayer requesting a voluntary accounting method change generally receives audit protection for all taxable years prior to the year of change with respect to the item that
is being changed. Because the IRS has approved the Fund&#146;s requested change in accounting method for mortgage dollar rolls, the IRS will not, subject to certain exceptions that the Fund does not expect to apply, challenge
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
or recharacterize the Fund&#146;s treatment of mortgage dollar rolls as financing transactions for taxable years ending before July&nbsp;1, 2018. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">17. SUBSEQUENT EVENTS </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In preparing these financial statements, the Funds&#146; management has evaluated events and transactions for
potential recognition or disclosure through the date the financial statements were issued. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On July&nbsp;1, 2019, the following distributions were declared to common shareholders payable August&nbsp;1, 2019 to shareholders of record on July&nbsp;12,&nbsp;2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">


<TR>

<TD WIDTH="61%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.093940 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.190000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.061200 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.174000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.220500 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On August 1, 2019, the following
distributions were declared to common shareholders payable September 3, 2019 to shareholders of record on August 12, 2019: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="61%"></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

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<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="2%"></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.080000&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.093940 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.190000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.061200 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.174000 per common share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;0.220500&nbsp;per&nbsp;common&nbsp;share</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">On July 18, 2019, the IRS
granted RCS&#146; application for a change in accounting method for mortgage dollar rolls. Accordingly, for tax years ending after June 30, 2018, RCS accounts for mortgage dollar rolls as sales or exchanges rather than financing transactions.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">There were no other subsequent events identified
that require recognition or disclosure. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>130</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
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<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_12a"></A>Report of Independent Registered Public Accounting Firm </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">To the Board of Directors/Trustees and Shareholders of PCM Fund, Inc., PIMCO
Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="2"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO
Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Opinions on the Financial Statements </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of PCM Fund, Inc., PIMCO Global StocksPLUS<FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT> &amp; Income Fund, PIMCO Income Opportunity Fund, PIMCO
Strategic Income Fund, Inc., PIMCO Dynamic Credit and Mortgage Income Fund and PIMCO Dynamic Income Fund (hereafter collectively referred to as the &#147;Funds&#148;) as of June 30, 2019, the related statements of operations and cash flows for the
year ended June 30, 2019, the statements of changes in net assets for each of the two years in the period ended June&nbsp;30, 2019, including the related notes, and the financial highlights for each of the periods indicated therein (collectively
referred to as the &#147;financial statements&#148;). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds as of June&nbsp;30, 2019, the results of each of their operations
and each of their cash flows for the year then ended, the changes in each of their net assets for each of the two years in the period ended June 30, 2019 and each of the financial highlights for each of the periods indicated therein in conformity
with accounting principles generally accepted in the United States of America. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2"><B>Basis for Opinions </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">These financial statements are the responsibility of the Funds&#146; management. Our responsibility is to express an opinion on the Funds&#146; financial statements based on our audits. We
are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (&#147;PCAOB&#148;) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the
applicable rules and regulations of the Securities and Exchange Commission and the PCAOB. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance
about whether the financial statements are free of material misstatement, whether due to error or&nbsp;fraud. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to
those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by
management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of June 30, 2019 by correspondence with the custodian and brokers; when replies were not received
from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">/s/ PricewaterhouseCoopers LLP </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, Missouri </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">August 23, 2019 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">We have served as the auditor of one or more investment companies in PIMCO Taxable Closed-End Funds since 1995. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
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<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>131</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_13"></A>Glossary: <FONT STYLE="font-family:Arial Narrow" SIZE="1">(abbreviations that may
be used in the preceding statements)</FONT> </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="25%"></TD>

<TD VALIGN="bottom"></TD>
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<TD WIDTH="26%"></TD>

<TD VALIGN="bottom"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="26%"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="11"></TD></TR>

<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Counterparty Abbreviations:</B></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BOA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank of America N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FOB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse Securities (USA) LLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NOM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Nomura Securities International Inc.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BOS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Merrill Lynch, Pierce, Fenner&nbsp;&amp; Smith, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GLM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Goldman Sachs Bank USA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RBC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Royal Bank of Canada</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BPS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">BNP Paribas S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GST</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Goldman Sachs International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCE</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Royal Bank of Canada Europe Limited</FONT></P></TD></TR>
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<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Barclays Bank PLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>HUS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">HSBC Bank USA N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RCY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Royal Bank of Canada</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BSN</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank of Nova Scotia</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>IND</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Cr&eacute;dit Agricole Corporate and Investment Bank&nbsp;S.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RDR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC Capital Markets LLC</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBK</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citibank N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JML</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JP Morgan Securities Plc</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RTA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">RBC (Barbados) Trading Bank Corp.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CIW</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">CIBC World Markets Corp.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPM</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JP Morgan Chase Bank N.A.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SAL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citigroup Global Markets, Inc.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CFR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse Securities (Europe) Ltd.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">JP Morgan Securities, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SBI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Citigroup Global Markets Ltd.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DBL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Deutsche Bank AG London</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MEI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Merrill Lynch International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SCX</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Standard Chartered Bank</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DUB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Deutsche Bank AG</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MSB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley Bank, N.A</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SGY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Societe Generale, New York</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FAR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Wells Fargo Bank National Association</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MYC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley Capital Services, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SOG</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Societe Generale Paris</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FBF</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Credit Suisse International</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MYI</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Morgan Stanley&nbsp;&amp; Co. International PLC</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SSB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">State Street Bank and Trust Co.</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>FICC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Fixed Income Clearing Corporation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MZF</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mizuho Securities USA</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UBS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">UBS Securities LLC</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Currency Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ARS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentine Peso</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EUR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Euro</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NZD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">New Zealand Dollar</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>AUD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Australian Dollar</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>GBP</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">British Pound</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PEN</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Peruvian New Sol</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BRL</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Brazilian Real</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>JPY</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Japanese Yen</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>RUB</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Russian Ruble</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CAD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Canadian Dollar</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>MXN</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mexican Peso</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>USD&nbsp;(or&nbsp;$)</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">United States Dollar</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Exchange Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CME</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chicago Mercantile Exchange</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>OTC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Over the Counter</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Index/Spread Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>12MTA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">12 Month Treasury Average</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LIBOR01M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1 Month <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>S&amp;P 500</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Standard&nbsp;&amp; Poor&#146;s 500 Index</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ABX.HE</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed Securities Index - Home Equity</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LIBOR03M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">USD-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>US0001M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1 Month USD Swap Rate</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BADLARPP</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Argentina Badlar Floating Rate Notes</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>NDDUEAFE</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">MSCI EAFE Index</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>US0003M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month USD Swap Rate</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BP0003M</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">3 Month <FONT STYLE="white-space:nowrap">GBP-LIBOR</FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em;"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other Abbreviations:</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ABS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Asset-Backed Security</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CDO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Debt Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>REMIC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Real Estate Mortgage Investment Conduit</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ADR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">American Depositary Receipt</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CLO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Loan Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>SP - ADR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Sponsored American Depositary Receipt</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>ALT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Alternate Loan Trust</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>DAC</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Designated Activity Company</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBA</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Announced</FONT></FONT></FONT></P></TD></TR>

<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BABs</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Build America Bonds</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>EURIBOR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Euro Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBD</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top">
<P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">To-Be-Determined</FONT></FONT></FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BBR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank Bill Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>LIBOR</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">London Interbank Offered Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>TBD%</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interest rate to be determined when loan settles&nbsp;or at the time of funding</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>BBSW</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Bank Bill Swap Reference Rate</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>PIK</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Payment-in-Kind</FONT></FONT></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>UMBS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Uniform Mortgage-Backed Security</FONT></P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD>
<TD HEIGHT="1" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>CBO</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Collateralized Bond Obligation</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
</TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>132</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_14"></A>Federal Income Tax Information </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As required by the Internal Revenue Code (&#147;Code&#148;) and
Treasury Regulations, if applicable, shareholders must be notified within 60 days of the Funds&#146; fiscal year end regarding the status of qualified dividend income and the dividend received deduction. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Dividend Received Deduction.</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Corporate shareholders are generally entitled to take the dividend received<B> </B>deduction on the portion of a Funds&#146; dividend distribution that qualifies under tax law.
The percentage of the following Funds&#146; Fiscal 2019 ordinary income dividend that qualifies for the corporate dividend received deduction is set forth below: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Qualified Dividend Income.</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the Jobs and Growth Tax Relief Reconciliation Act of 2003, the following percentage of <B></B>ordinary dividends paid during the fiscal year ended June&nbsp;30, 2019 was
designated as &#145;qualified dividend income&#146; as defined in the Jobs and Growth Tax Relief Reconciliation Act of 2003 subject to reduced tax rates in 2019: </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Qualified Interest Income and Qualified Short-Term Capital Gain
(for <FONT STYLE="white-space:nowrap">non-U.S.</FONT> resident shareholders only).</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the American Jobs Creation Act of 2004, the <B></B>following amounts of
ordinary dividends paid during the fiscal year ended June&nbsp;30, 2019 are considered to be derived from &#147;qualified interest income,&#148; as defined in Section&nbsp;871(k)(1)(E) of the Code, and therefore are designated as interest-related
dividends, as defined in Section&nbsp;871(k)(1)(C) of the Code. Further, the following amounts of ordinary dividends paid during the fiscal year ended June&nbsp;30, 2019 are considered to be derived from &#147;qualified short-term capital
gain,&#148; as defined in Section&nbsp;871(k)(2)(D) of the Code, and therefore are designated as qualified short-term gain dividends, as defined by Section&nbsp;871(k)(2)(C) of the Code. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="47%"></TD>

<TD VALIGN="bottom" WIDTH="6%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="3%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD></TD>
<TD></TD>
<TD VALIGN="bottom" WIDTH="4%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Dividend<BR>Received<BR>Deduction&nbsp;%</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR>Dividend<BR>Income&nbsp;%</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR>Interest<BR>Income<BR>(000s<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;
</SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Qualified<BR><FONT STYLE="white-space:nowrap">Short-Term</FONT><BR>Capital&nbsp;Gain<BR>(000s<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>)</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PCM Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.28%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,124</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">$</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Global StocksPLUS<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT
STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP>&nbsp;&amp; Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.98%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">6,223</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Income Opportunity Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.58%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">19,669</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Strategic Income Fund, Inc.</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1.24%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">13,413</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Credit and Mortgage Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">2.18%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;&nbsp;&nbsp;&nbsp;171,936</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">PIMCO Dynamic Income Fund</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0.00%</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">97,175</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">0</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">A zero balance may reflect actual amounts rounding to less than one thousand. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Shareholders are advised to consult their own tax advisor with
respect to the tax consequences of their investment in the Trust. In January 2020, you will be advised on IRS Form <FONT STYLE="white-space:nowrap">1099-DIV</FONT> as to the federal tax status of the dividends and distributions received by you in
calendar year 2019. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>133</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_15"></A>Shareholder Meeting Results </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Annual Shareholder Meeting Results </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PCM Fund, Inc., PIMCO Income Opportunity Fund and PIMCO Dynamic
Credit and Mortgage Income Fund held their annual meetings of shareholders on April&nbsp;26, 2019. Shareholders voted as indicated below: </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Income Opportunity Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;II to serve until the annual meeting held
during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,363,969</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">423,830</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;III to serve until the annual meeting held during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,421,308</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">366,491</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of James A. Jacobson &#151; Class&nbsp;I
to serve until the annual meeting held during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,332,264</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">455,535</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,422,626</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">365,173</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of William B. Ogden, IV &#151;
Class&nbsp;II to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">14,338,389</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">449,410</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Trustees at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A.
DeCotis and Messrs. Bradford K. Gallagher, Hans&nbsp;W. Kertess and Alan Rappaport continued to serve as Trustees of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PCM Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;I to serve until the annual meeting held during
the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,350,601</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">267,953</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;III to serve until the annual meeting held during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,326,118</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">292,436</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of James A. Jacobson &#151; Class&nbsp;I
to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,272,184</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">346,370</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,326,588</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">291,966</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of William B. Ogden, IV &#151;
Class&nbsp;II to serve until the annual meeting held during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">10,279,636</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">338,918</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Directors at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A.
DeCotis and Messrs. Bradford K. Gallagher, Hans&nbsp;W. Kertess and Alan Rappaport continued to serve as Directors of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Director </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="84%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Credit and Mortgage Income Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;III to serve until the annual meeting held
during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">116,941,650</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,813,432</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">117,032,742</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,722,340</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Deborah A. DeCotis &#151;
Class&nbsp;III to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">117,100,084</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,654,998</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">116,994,690</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,760,392</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of William B. Ogden, IV &#151;
Class&nbsp;III to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">116,796,417</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,958,365</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Trustees at the time of the meeting, namely, Messrs. Bradford K. Gallagher,
James A. Jacobson, Hans W. Kertess and Alan Rappaport continued to serve as Trustees of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2"><B>Annual Shareholder Meeting Results </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PIMCO Strategic Income Fund, Inc., PIMCO Global StocksPLUS&nbsp;&amp; Income Fund and PIMCO Dynamic Income Fund held their annual meetings of
shareholders on June&nbsp;28, 2019. Shareholders voted as indicated below. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="85%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Global StocksPLUS&nbsp;&amp; Income Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;III to serve until the annual meeting held
during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,142,952</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,050,505</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,301,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">891,566</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Bradford K. Gallagher &#151;
Class&nbsp;II to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,300,328</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">893,129</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of James A. Jacobson &#151;
Class&nbsp;II to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,295,752</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">897,705</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">9,301,891</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">891,566</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Trustees at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A.
DeCotis and Messrs. Hans W. Kertess, William&nbsp;B.&nbsp;Ogden, IV and Alan Rappaport continued to serve as Trustees of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>134</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited)
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="86%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Dynamic Income Fund</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;III to serve until the annual meeting held
during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,575,131</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">792,295</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;II to serve until the annual meeting held during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,550,581</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">816,845</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,583,098</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">784,328</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of William B. Ogden, IV &#151;
Class&nbsp;I to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,463,176</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">904,250</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of Alan Rappaport &#151; Class&nbsp;I to
serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">48,509,597</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">857,829</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Trustees at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A.
DeCotis and Messrs. Bradford K. Gallagher, James&nbsp;A. Jacobson and Hans W. Kertess continued to serve as Trustees of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Trustee </FONT></P></TD></TR></TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="85%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="1"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD>
<TD HEIGHT="1" COLSPAN="4"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO Strategic Income Fund, Inc.</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD COLSPAN="2" VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Affirmative</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>Withheld<BR>Authority</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD></TR>


<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of Sarah E. Cogan &#151; Class&nbsp;I to serve until the annual meeting held during
the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,968,447</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,573,090</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1">Election of David N. Fisher<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;III to serve until the annual meeting held during the 2020-2021 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,849,732</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,691,805</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of James A. Jacobson &#151;
Class&nbsp;II to serve until the annual meeting held during the 2019-2020 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,852,459</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,689,078</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #cccccc"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of John C. Maney<SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP> &#151; Class&nbsp;I to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,904,679</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #ffffff"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,636,858</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #ffffff"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-left:1.00em; text-indent:-1.00em"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><FONT STYLE="white-space:nowrap">Re-election</FONT> of William B. Ogden, IV &#151;
Class&nbsp;I to serve until the annual meeting held during the 2021-2022 fiscal year</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">36,862,180</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">1,679,357</FONT></TD>
<TD NOWRAP VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1">&nbsp;</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The other members of the Board of Directors at the time of the meeting, namely, Ms.&nbsp;Deborah&nbsp;A.
DeCotis and Messrs. Bradford K. Gallagher, Hans&nbsp;W. Kertess and Alan Rappaport continued to serve as Directors of the Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">&#134;</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Interested Director </FONT></P></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>135</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_16"></A>Changes to Boards of Trustees </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective January 1, 2019, Mr. Craig Dawson resigned from the
Board of each Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective January 1, 2019, Ms.
Sarah E. Cogan was appointed by the Board of Trustees/Directors of each Fund, as a Class I Director of PCM and RCS, a Class II Trustee of PKO and a Class III Trustee of PCI, PGP and PDI. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective January 1, 2019, Mr. David N. Fisher was appointed by the Board of Trustees/Directors of each Fund, as a
Class III Director of PCM and RCS, a Class III Trustee of PKO, a Class II Trustee of PCI and PDI and a Class I Trustee of PGP. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective April 26, 2019, Mr.&nbsp;William B. Ogden, IV, who was previously a Class I Director of PCM, became a Class II Director of PCM, and
Mr. John C. Maney, who was previously a Class II Director of PCM, became a Class I Director of PCM. Effective April 26, 2019, Mr.&nbsp;James A. Jacobson, who was previously a Class II Trustee of PKO, became a Class I Trustee of PKO, and Mr. William
B. Ogden, IV, who was previously a Class I Trustee of PKO, became a Class II Trustee of PKO. Effective April 26, 2019, Mr. John C. Maney, who was previously a Class III Trustee of PCI, became a Class&nbsp;I Trustee of&nbsp;PCI, and Mr. William B.
Ogden, IV, who was previously a Class I Trustee of PCI, became a Class III Trustee of PCI. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Effective June 28, 2019, Mr. James A. Jacobson, who was previously a Class I Director of RCS, became a Class II Director of RCS, and Mr. John C. Maney, who was previously a Class II Director
of RCS, became a Class I Director of RCS. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>136</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_17"></A>Dividend Reinvestment Plan </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Each Fund has adopted a Dividend Reinvestment Plan (the &#147;Plan&#148;) which allows common
shareholders to reinvest Fund distributions in additional common shares of the Fund. American Stock Transfer&nbsp;&amp; Trust Company, LLC (the &#147;Plan Agent&#148;) serves as agent for common shareholders in administering the Plan. It is
important to note that participation in the Plan and automatic reinvestment of Fund distributions does not ensure a profit, nor does it protect against losses in a declining market. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Automatic enrollment/voluntary
participation</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Under the Plan, common shareholders whose shares are registered with the Plan Agent (&#147;registered shareholders&#148;) are automatically enrolled as
participants in the Plan and will have all Fund distributions of income, capital gains and returns of capital (together, &#147;distributions&#148;) reinvested by the Plan Agent in additional common shares of a Fund, unless the shareholder elects to
receive cash. Registered shareholders who elect not to participate in the Plan will receive all distributions in cash paid by check and mailed directly to the shareholder of record (or if the shares are held in street or other nominee name, to the
nominee) by the Plan Agent. Participation in the Plan is voluntary. Participants may terminate or resume their enrollment in the Plan at any time without penalty by notifying the Plan Agent online at www.astfinancial.com, by calling
(844)&nbsp;33-PIMCO, by writing to the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New York, NY&nbsp;10269-0560, or, as applicable, by completing and returning the transaction form
attached to a Plan statement. A proper notification will be effective immediately and apply to each Fund&#146;s next distribution if received by the Plan Agent at least three (3)&nbsp;days prior to the record date for the distribution; otherwise, a
notification will be effective shortly following the Fund&#146;s next distribution and will apply to the Fund&#146;s next succeeding distribution thereafter. If you withdraw from the Plan and so request, the Plan Agent will arrange for the sale of
your shares and send you the proceeds, minus a transaction fee and brokerage&nbsp;commissions. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">How shares are purchased under the Plan</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;For each Fund distribution, the Plan Agent will acquire common shares
for participants either (i)&nbsp;through receipt of newly issued common shares from each Fund (&#147;newly issued shares&#148;) or (ii)&nbsp;by purchasing common shares of the Fund on the open market (&#147;open market purchases&#148;). If, on a
distribution payment date, the net asset value per common share of a Fund (&#147;NAV&#148;) is equal to or less than the market price per common share plus estimated brokerage commissions (often referred to as a &#147;market premium&#148;), the Plan
Agent will invest the distribution amount on behalf of participants in newly issued shares at a price equal to the greater of (i)&nbsp;NAV or (ii)&nbsp;95% of the market price per common share on the payment date. If the NAV is greater than the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">market price per common shares plus estimated brokerage commissions (often referred to as a
&#147;market discount&#148;) on a distribution payment date, the Plan agent will instead attempt to invest the distribution amount through open market purchases. If the Plan Agent is unable to invest the full distribution amount in open market
purchases, or if the market discount shifts to a market premium during the purchase period, the Plan Agent will invest any un-invested portion of the distribution in newly issued shares at a price equal to the greater of (i)&nbsp;NAV or
(ii)&nbsp;95% of the market price per share as of the last business day immediately prior to the purchase date (which, in either case, may be a price greater or lesser than the NAV per common shares on the distribution payment date). No interest
will be paid on distributions awaiting reinvestment. Under the Plan, the market price of common shares on a particular date is the last sales price on the exchange where the shares are listed on that date or, if there is no sale on the exchange on
that date, the mean between the closing bid and asked quotations for the shares on the exchange on that date. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The NAV per common share on a particular date is the amount calculated on that date (normally at the close of regular trading on the New York Stock Exchange) in accordance with each
Fund&#146;s then current policies. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fees and
expenses</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;No brokerage charges are imposed on reinvestments in newly issued shares under the Plan. However, all participants will pay a pro rata share of brokerage
commissions incurred by the Plan Agent when it makes open market purchases. There are currently no direct service charges imposed on participants in the Plan, although each Fund reserves the right to amend the Plan to include such charges. The Plan
Agent imposes a transaction fee (in addition to brokerage commissions that are incurred) if it arranges for the sale of your common shares held under the Plan. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Shares held through nominees</FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;In the case of a registered
shareholder such as a broker, bank or other nominee (together, a &#147;nominee&#148;) that holds common shares for others who are the beneficial owners, the Plan Agent will administer the Plan on the basis of the number of common shares certified by
the nominee/record shareholder as representing the total amount registered in such shareholder&#146;s name and held for the account of beneficial owners who are to participate in the Plan. If your common shares are held through a nominee and are not
registered with the Plan Agent, neither you nor the nominee will be participants in or have distributions reinvested under the Plan. If you are a beneficial owner of common shares and wish to participate in the Plan, and your nominee is unable or
unwilling to become a registered shareholder and a Plan participant on your behalf, you may request that your nominee arrange to have all or a portion of your shares re-registered with the Plan Agent in your
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>137</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Dividend Reinvestment Plan <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">name so that you may be enrolled as a participant in the Plan.
Please contact your nominee for details or for other possible alternatives. Participants whose shares are registered with the Plan Agent in the name of one nominee firm may not be able to transfer the shares to another firm and continue to
participate in the Plan. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Tax consequences</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">&nbsp;&nbsp;Automatically reinvested dividends and distributions are taxed in the same manner&nbsp;as cash dividends and distributions &#151; i.e., automatic reinvestment in additional shares
does not relieve shareholders of, or defer the need to pay, any income tax that may be payable (or that is required to be withheld) on Fund dividends and distributions. The Funds and the Plan Agent reserve the right to amend or terminate the Plan.
Additional information about the Plan, as well as a copy of the full Plan itself, may be obtained from the Plan Agent, American Stock Transfer&nbsp;&amp; Trust Company, LLC, at P.O. Box 922, Wall Street Station, New York, NY 10269-0560; telephone
number: <FONT STYLE="white-space:nowrap">(844)&nbsp;33-PIMCO;</FONT> www.astfinancial.com. </FONT></P>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>138</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_18"></A>Management of the Funds </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The chart below identifies Trustees/Directors and Officers of
the Funds. Unless otherwise indicated, the address of all persons below is c/o Pacific Investment Management Company LLC, 1633 Broadway, New York, New York 10019. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds&#146; Statement of Additional Information includes
more information about the Trustees and Officers. To request a free copy, call PIMCO at (844) <FONT STYLE="white-space:nowrap">33-PIMCO.</FONT> </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Trustees/Directors </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name and<BR></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Year of Birth</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;the<BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term&nbsp;of<BR>Office&nbsp;and<BR>Length&nbsp;of<BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal&nbsp;Occupation(s)<BR></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>During&nbsp;the&nbsp;Past&nbsp;5&nbsp;Years</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Number<BR>of&nbsp;Portfolios<BR>in&nbsp;Fund<BR>Complex<BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other<BR>Directorships<BR>Held&nbsp;by<BR>Trustee/<BR>Director<BR>During&nbsp;the<BR>Past&nbsp;5&nbsp;
Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="11"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="11"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Independent Trustees</B></FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Deborah A. DeCotis</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1952<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chair of the Board, Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PGP, PCM and PKO since 2011, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for PGP, the 2020-2021 fiscal year for PCM, PKO, RCS and PDI and the 2021-2022 fiscal year for PCI.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Advisory Director, Morgan Stanley&nbsp;&amp; Co., Inc. (since 1996); Member, Circle Financial Group (since 2009); and Member, Council on Foreign Relations (since 2013);
Trustee, Smith College (since 2017); and Director, Watford Re (since 2017). Formerly, <FONT STYLE="white-space:nowrap">Co-Chair</FONT> Special Projects Committee, Memorial Sloan Kettering (2005-2015); Trustee, Stanford University (2010-2015);
Principal, LaLoop LLC, a retail accessories company (1999-2014); Director, Helena Rubenstein Foundation (1997-2010); and Director, Armor Holdings (2002-2010).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Sarah E. Cogan*</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1956<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2019, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal
year for PGP, the 2020-2021 fiscal year for PDI and the 2021-2022 fiscal year for RCS, PKO, PCI and PCM.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Of Counsel, Simpson Thacher&nbsp;&amp; Bartlett LLP (law firm); Director, Girl Scouts of Greater New York, Inc. (since 2016); and Trustee, Natural Resources Defense
Council, Inc. (since 2013). Formerly, Partner, Simpson Thacher&nbsp;&amp; Bartlett LLP (1989-2018).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bradford&nbsp;K.&nbsp;Gallagher</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1944<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PCM, PGP and PKO since 2010, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for RCS, PKO, PDI and PCM, the 2020-2021 fiscal year for PCI and the 2021-2022 fiscal year for PGP.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Founder, Spyglass Investments LLC, a private investment vehicle (since 2001). Formerly, Chairman and Trustee, The Common Fund (2005-2014); Partner, New
Technology Ventures Capital Management LLC, a venture capital fund (2011-2013); Chairman and Trustee, Atlantic Maritime Heritage Foundation (2007-2012); and Founder, President and CEO, Cypress Holding Company and Cypress Tree Investment Management
Company (1995-2001).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Formerly, Chairman and Trustee of Grail Advisors ETF Trust (2009- 2010) and Trustee of Nicholas-Applegate Institutional Funds (2007- 2010).</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>James A. Jacobson</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1945<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PCM, PGP and PKO since 2009, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for RCS and PDI, the 2020-2021 fiscal year for PKO and PCI and the 2021-2022 fiscal year for PCM and PGP.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Trustee (since 2002) and Chairman of Investment Committee (since 2007), Ronald McDonald House of New York; and Trustee, New Jersey City University (since
2014). Formerly, Vice Chairman and Managing Director, Spear, Leeds&nbsp;&amp; Kellogg Specialists, LLC, a specialist firm on the New York Stock Exchange (2003-2008).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Formerly, Trustee, Alpine Mutual Funds Complex (consisting of 18 funds) (2009-2016).</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Hans W. Kertess</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1939<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Director of PCM and RCS since 2008, Trustee of PCI since 2013, Trustee of PGP since 2005, Trustee of PKO since 2007 and Trustee of PDI since 2012, expected to stand for
<FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for PCM, PCI and RCS and the 2020-2021 fiscal year for PKO, PDI and PGP.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">President, H. Kertess&nbsp;&amp; Co., a financial advisory company; and Senior Adviser (formerly Managing Director), Royal Bank of Canada Capital Markets (since
2004).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>William B. Ogden, IV</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1945<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of PCM, RCS and PKO since 2008, Trustee of PGP since 2006, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand for <FONT
STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for PCM, the 2020-2021 fiscal year for PGP and the 2021-2022 fiscal year for RCS, PKO, PDI, and PCI.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Retired. Formerly, Asset Management Industry Consultant; and Managing Director, Investment Banking Division of Citigroup Global Markets Inc.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>139</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Management of the Funds <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="33%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="13%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name and<BR></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Year of Birth</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;the<BR>Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term&nbsp;of<BR>Office&nbsp;and<BR>Length&nbsp;of<BR>Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal&nbsp;Occupation(s)<BR></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>During&nbsp;the&nbsp;Past&nbsp;5&nbsp;Years</B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Number<BR>of&nbsp;Portfolios<BR>in&nbsp;Fund<BR>Complex<BR>Overseen&nbsp;by<BR>Trustee/<BR>Director</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Other<BR>Directorships<BR>Held&nbsp;by<BR>Trustee/<BR>Director<BR>During&nbsp;the<BR>Past&nbsp;5&nbsp;
Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Alan Rappaport</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1953<B></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director of RCS, PCM, PGP and PKO since 2012, Trustee of PDI since 2012 and Trustee of PCI since 2013, expected to stand
for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for PGP, PKO and PCI, the 2020-2021 fiscal year end for RCS and PCM and the 2021-2022 fiscal year end for
PDI.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Adjunct Professor, New York University Stern School of Business (since 2011); Lecturer, Stanford University Graduate School of
Business (since 2013); and Director, Victory Capital Holdings, Inc., an asset management firm (since 2013). Formerly, Advisory Director (formerly Vice Chairman), Roundtable Investment Partners (2009-2018); Member of Board of Overseers, NYU Langone
Medical Center (2015-2016); Trustee, American Museum of Natural History (2005-2015); Trustee, NYU Langone Medical Center (2007-2015); Vice Chairman (formerly Chairman and President), U.S. Trust (formerly Private Bank of Bank of America, the
predecessor entity of U.S. Trust) (2001-2008).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">91</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6" COLSPAN="5"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" COLSPAN="5"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Interested Trustees/Nominees</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>David N. Fisher**</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1968<B></B></FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since January 2019, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal
year for PDI and PKO and the 2020-2021 fiscal year for RCS, PCM, PCI and PGP.</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Managing Director and Head of Traditional Product Strategies, PIMCO (Since 2015); and Director, Court Appointed Special Advocates (CASA) of Orange County, a <FONT
STYLE="white-space:nowrap">non-profit</FONT> organization (since 2015). Formerly, Global Bond Strategist, PIMCO (2008-2015); and Managing Director and Head of Global Fixed Income, HSBC Global Asset Management (2005-2008).</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>John C. Maney***</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B></B>1959<B></B></FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Trustee/Director</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Director of RCS and PCM since 2008, Trustee of PGP since 2006, Trustee of PKO since 2007, Trustee of PDI since 2012 and Trustee
of PCI since 2013, expected to stand for <FONT STYLE="white-space:nowrap">re-election</FONT> at the annual meeting of shareholders held during the 2019-2020 fiscal year for PCI and the 2021-2022 fiscal year for RCS, PCM, PGP, PKO and
PDI.</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Managing Director of Allianz Asset Management of America L.P. (since January 2005) and a member of the Management Board and
Chief Operating Officer of Allianz Asset Management of America L.P. (since November 2006) and a <FONT STYLE="white-space:nowrap">Non-Executive</FONT> Director and a member of the Compensation Committee of PIMCO Europe Ltd (since December 2017).
Formerly, Member of the Management Board of Allianz Global Investors Fund Management LLC (2007-2014) and Managing Director of Allianz Global Investors Fund Management LLC (2011-2014).</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">28</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">None</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">*</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Ms. Cogan was appointed as a Trustee of the Fund by the Board effective January 1, 2019. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">**</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mr.&nbsp;Fisher is an &#147;interested person&#148; of the Fund, as defined in Section&nbsp;2(a)(19) of the Act, due to his
affiliation with PIMCO and its affiliates. Mr.&nbsp;Fisher&#146;s address is 650 Newport Center Drive, Newport Beach, CA 92660. He was appointed as a Trustee of the Fund by the Board effective January 1, 2019. </FONT></P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">***</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE="" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Mr.&nbsp;Maney is an &#147;interested person&#148; of the Fund, as defined in Section&nbsp;2(a)(19) of the Act, due to his
affiliation with Allianz Asset Management of America L.P. and its affiliates. Mr.&nbsp;Maney&#146;s address is 650 Newport Center Drive, Newport Beach, CA 92660. </FONT></P></TD></TR></TABLE>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Officers </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="19%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="15%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="49%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name,&nbsp;Address&nbsp;and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term&nbsp;of&nbsp;Office<BR>and&nbsp;Length<BR>of&nbsp;Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Eric D. Johnson<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1 </SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1970</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Keisha Audain-Pressley</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1975</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chief Compliance Officer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2018</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President and Deputy Chief Compliance Officer, PIMCO. Chief Compliance Officer, PIMCO-Managed Funds.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Ryan G. Leshaw<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Chief Legal Officer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President and Senior Counsel, PIMCO. Chief Legal Officer, PIMCO-Managed Funds. Vice President, Senior Counsel and Secretary, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Associate, Willkie Farr&nbsp;&amp; Gallagher LLP.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Joshua D. Ratner<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1976</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR></TABLE>
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>140</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited)
</FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE" ALIGN="center">


<TR>

<TD WIDTH="19%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="15%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="49%"></TD></TR>

<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Name,&nbsp;Address&nbsp;and<BR>Year of Birth</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Position(s)<BR>Held<BR>with&nbsp;Funds</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Term&nbsp;of&nbsp;Office<BR>and&nbsp;Length<BR>of&nbsp;Time&nbsp;Served</B></FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Principal Occupation(s) During the Past 5 Years</B></FONT></TD></TR>


<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Peter G. Strelow<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1970</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Managing Director and <FONT STYLE="white-space:nowrap">Co-Chief</FONT> Operating Officer, PIMCO. Senior Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Chief Administrative Officer, PIMCO.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B><FONT STYLE="white-space:nowrap">Wu-Kwan</FONT>
Kit<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1981</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President, Senior Counsel and Secretary</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since December 2018</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President and Senior Counsel, PIMCO. Vice President, Senior Counsel and Secretary, PIMCO-Managed Funds. Assistant Secretary, PIMCO Funds, PIMCO Variable
Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity Series VIT. Formerly, Assistant General Counsel, VanEck Associates Corp.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Stacie D. Anctil<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1969</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>William G. Galipeau<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1974</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2017</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bradley A. Todd<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1960</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Erik C. Brown<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"> </SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1967</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Executive Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Brandon T. Evans<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1982</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO Equity
Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Colleen Miller</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2017</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Christopher M. Morin<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1980</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2016</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Jason J. Nagler</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1982</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since 2015</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust, PIMCO Equity Series and PIMCO
Equity Series VIT.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Bijal Parikh<SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:1px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1978</FONT></P></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Senior Vice President, PIMCO. Vice President, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust and PIMCO Equity
Series.</FONT></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="6"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD>
<TD HEIGHT="6" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><B>Shwetha P. Shenoy</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:1px"><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">1975</FONT></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Assistant Treasurer</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Since May 2019</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #333333"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #333333"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">Vice President, PIMCO. Assistant Treasurer, PIMCO-Managed Funds, PIMCO Funds, PIMCO Variable Insurance Trust, PIMCO ETF Trust,
PIMCO Equity Series and PIMCO Equity Series VIT.</FONT></TD></TR>
</TABLE> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
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<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP>&nbsp;</FONT></TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333">The address of these officers is Pacific Investment Management Company LLC, 650 Newport Center Drive, Newport Beach, California 92660.
</FONT></P></TD></TR></TABLE>
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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>141</B></FONT></TD></TR></TABLE></DIV>


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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_19"></A>Approval of Investment Management Agreement </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Investment Company Act of 1940, as amended (the &#147;1940
Act&#148;), requires that both the full Board of Trustees/Directors (the &#147;Board&#148; or the &#147;Trustees&#148;) and a majority of the Trustees who are not &#147;interested persons&#148; of each of PCM Fund, Inc. (&#147;PCM&#148;), PIMCO
Global StocksPLUS<FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex"><FONT STYLE="FONT-FAMILY:ARIAL">&#174;</FONT></SUP></FONT>&nbsp;&amp; Income Fund
(&#147;PGP&#148;), PIMCO Income Opportunity Fund (&#147;PKO&#148;), PIMCO Strategic Income Fund, Inc. (&#147;RCS&#148;), PIMCO Dynamic Credit and Mortgage Income Fund (&#147;PCI&#148;), and PIMCO Dynamic Income Fund (&#147;PDI&#148;) (each, a
&#147;Fund&#148; and, collectively, the &#147;Funds&#148;), as that term is defined in the 1940 Act (the &#147;Independent Trustees&#148;), voting separately, annually approve the continuation of the Investment Management Agreement between each Fund
and Pacific Investment Management Company LLC (&#147;PIMCO&#148;) (each, an &#147;Investment Management Agreement&#148;). At an <FONT STYLE="white-space:nowrap">in-person</FONT> meeting held on June&nbsp;18, 2019 (the &#147;Approval Meeting&#148;),
the Board, including the Independent Trustees, formally considered and unanimously approved the continuation of each Investment Management Agreement for an additional <FONT STYLE="white-space:nowrap">one-year</FONT> period commencing on
August&nbsp;1, 2019. In addition, the Board formally considered and unanimously approved the continuation of the Investment Management Agreements between PIMCO and each of PDILS I LLC and PCILS I LLC, the wholly-owned subsidiaries of, respectively,
PDI and PCI (each, a &#147;Wholly-Owned Subsidiary&#148; and, collectively, the &#147;Wholly-Owned Subsidiaries&#148;) (collectively, the &#147;Subsidiary Agreements&#148; and, together with each Investment Management Agreement, the
&#147;Agreements&#148;), each for the same additional <FONT STYLE="white-space:nowrap">one-year</FONT> period. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition to the Approval Meeting, the annual contract review process with respect to the Agreements also involved multiple planning discussions and meetings of the Contracts Committees of
the Board (collectively, the &#147;Committee&#148;) to ensure that (i)&nbsp;PIMCO would have time to respond to any questions from the Independent Trustees resulting from their initial review of the contract review materials and (ii)&nbsp;the
Independent Trustees would have time to consider those responses (the Approval Meeting, together with such planning discussions and Committee meetings, the &#147;Contract Renewal Meetings&#148;). Throughout the process, the Independent Trustees
received legal advice from independent legal counsel that is experienced in 1940 Act matters and independent of PIMCO (&#147;Independent Counsel&#148;), and with whom they met separately from PIMCO during the Contract Renewal Meetings.
Representatives from Fund management attended portions of the Contract Renewal Meetings. The Committee also received and reviewed a memorandum from Independent Counsel regarding the Trustees&#146; responsibilities in evaluating each Investment
Management Agreement. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In connection with their
deliberations regarding the proposed continuation of the Agreements for each Fund, the Trustees, including the Independent Trustees, considered such information and factors as
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
they believed, in light of the legal advice furnished to them and their own business judgment, to be relevant. The Trustees also considered the nature, quality and extent of the various
investment management, administrative and other services performed by PIMCO under the&nbsp;Agreements. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In evaluating each Agreement, the Board, including the Independent Trustees, reviewed extensive materials provided by PIMCO in response to questions submitted by the Independent Trustees and
Independent Counsel, and met with senior representatives of PIMCO regarding its personnel, operations, and financial condition as they relate to the Funds. The Trustees also considered the broad range of information relevant to the annual contract
review that is provided to the Board (including its various standing committees) at meetings throughout the year, including reports on investment performance based on net asset value, common share market price and distribution yield, use of leverage
(if applicable), information regarding share price premiums and/or discounts, portfolio risk, and other portfolio information for each Fund, as well as periodic reports on, among other matters, pricing and valuation; quality and cost of portfolio
trade execution; compliance; and shareholder and other services provided by PIMCO and its affiliates. To assist with their review, the Trustees reviewed summaries prepared by PIMCO assigning a quadrant placement to each Fund (the &#147;Fund Scoring
Summaries&#148;) based on an average of seven measures, including fees/expenses versus performance <FONT STYLE="white-space:nowrap">(one-year,</FONT> three-year and five-year performance for the periods ended December&nbsp;31, 2018, in each case,
versus a Fund&#146;s management fees or total expense ratio), and distribution yield quartile rank within its Broadridge Performance Universe (as defined below) for the <FONT STYLE="white-space:nowrap">one-year</FONT> period ended December&nbsp;31,
2018. The Fund Scoring Summaries were based on net assets, one showing total expenses inclusive of interest and borrowing expenses and the other showing total expenses exclusive of interest and borrowing expenses. They also considered fund cards for
each Fund including, among other information, performance based on net asset value and market value (both absolute and compared against its Broadridge Performance Universe (as defined below)), investment objective and strategy, portfolio managers,
assets under management, outstanding leverage, share price premium and/or discount information, annual fund operating expenses, total expense ratio and management fee comparisons between the Fund and its Broadridge Expense Group (as defined below)
and trends in profitability to PIMCO from its advisory relationship with each Fund. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Subsidiary Agreements, the Trustees considered that each of PDI and PCI is expected to utilize its Wholly-Owned Subsidiary to execute its investment strategy, and that
PIMCO provides investment advisory and administrative services to the Wholly-Owned Subsidiaries pursuant to the Subsidiary Agreements in the same
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>142</B></FONT></TD>
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">manner as it does for PDI and PCI under the Investment Management Agreement. The Trustees also
considered that, with respect to each Wholly-Owned Subsidiary, PIMCO does not collect or retain a separate advisory or other fee from the Wholly-Owned Subsidiary, and that PIMCO&#146;s profitability with respect to PDI and PCI is not impacted as a
result of the Subsidiary Agreements. The Trustees determined, therefore, that it was appropriate to consider the approval of the Subsidiary Agreements collectively with their consideration of the Investment Management Agreement. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees&#146; conclusions as to the continuation of the
Investment Management Agreement were based on a comprehensive consideration of all information provided to the Trustees and were not the result of any single factor. Some of the factors that figured particularly in the Trustees&#146; deliberations
are described below, although individual Trustees may have evaluated the information presented differently from one another, attributing different weights to various factors. The Trustees evaluated information available to them on a <FONT
STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> basis, and their determinations were made separately in respect of each Fund. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Nature, Extent and Quality of Services </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As part of their review, the Trustees received and considered
descriptions of various functions performed by PIMCO for the Funds, such as portfolio management, compliance monitoring, portfolio trading practices, and oversight of third party service providers. They also considered information regarding the
overall organization and business functions of PIMCO, including, without limitation, information regarding senior management, portfolio managers and other personnel providing or proposed to provide investment management, administrative and other
services, and corporate ownership and business operations unrelated to the Funds. The Independent Trustees examined PIMCO&#146;s abilities to provide high-quality investment management and other services to the Funds. Among other information, the
Trustees considered the investment philosophy and research and decision-making processes of PIMCO; the experience of key advisory personnel of PIMCO responsible for portfolio management of the Funds; information regarding the Funds&#146; use of
leverage; the ability of PIMCO to attract and retain capable personnel; the background and capabilities of the senior management and staff of PIMCO; employee compensation; and the operational infrastructure, including technology and systems, of
PIMCO. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, the Trustees noted the extensive
range of services that PIMCO provides to the Funds beyond investment management services. In this regard, the Trustees reviewed the extent and quality of PIMCO&#146;s services with respect to regulatory compliance and ability to comply with the
investment policies of the Funds; the compliance programs
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
and risk controls of PIMCO; the specific contractual obligations of PIMCO pursuant to the Investment Management Agreement; the nature, extent, and quality of the supervisory and administrative
services PIMCO is responsible for providing to the Funds; PIMCO&#146;s risk management function; and conditions that might affect PIMCO&#146;s ability to provide high-quality services to the Funds in the future under the Investment Management
Agreement, including, but not limited to, PIMCO&#146;s financial condition and operational stability. The Trustees also took into account the entrepreneurial and business risk PIMCO has undertaken as investment manager and sponsor of the Funds for
which it is entitled to reasonable compensation. Specifically, the Trustees considered that PIMCO&#146;s responsibilities include continual management of investment, operational, enterprise, legal, regulatory, and compliance risks as they relate to
the Funds. The Trustees also noted PIMCO&#146;s activities under its contractual obligation to oversee the Funds&#146; various outside service providers, including its negotiation of certain service providers&#146; fees and its evaluation of service
providers&#146; infrastructure, cybersecurity programs, compliance programs, and business continuity programs, among other matters. It also considered PIMCO&#146;s ongoing development of its own infrastructure and information technology to support
the Funds through, among other things, cybersecurity, business continuity planning, and risk management. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Based on the foregoing, the Trustees concluded that PIMCO&#146;s investment process, research capabilities and philosophy were well suited to each Fund given its investment objective and
policies, and that PIMCO would be able to continue to meet any reasonably foreseeable obligations under the Investment Management Agreement, and that PIMCO would otherwise be able to provide services to each Fund of sufficient extent and quality.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Fee and Expense Information </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In assessing the reasonableness of each Fund&#146;s fees and
expenses under the Investment Management Agreement, the Trustees considered, among other information, the Fund&#146;s management fee and its total expense ratio as a percentage of average net assets attributable to common shares and as a percentage
of average managed assets (including assets attributable to common shares and leverage outstanding), in comparison to information provided by Broadridge Financial Solutions, Inc. (&#147;Broadridge&#148;), including the management fees and other
expenses of a smaller sample of comparable funds with different investment advisers identified by Broadridge (for each Fund, its &#147;Broadridge Expense Group&#148;) as well as of a larger sample of comparable funds identified by Broadridge (for
each Fund, its &#147;Broadridge Expense Universe&#148;). In each case, the total expense ratio information was provided both inclusive and exclusive of interest and borrowing expenses. Fund-specific comparative fees/expenses reviewed by the Trustees
are discussed below. The Fund-specific fee and expense results discussed below were prepared and provided by Broadridge and were not independently verified by the Trustees.
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>143</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, while the Funds are not currently charged a separate administration
fee (recognizing that their management fees include a component for administrative services under the unitary fee arrangements), it was not clear in all cases whether the peer funds in the Broadridge expense categories were separately charged such a
fee by their investment managers, so that the total expense ratio, as opposed to any individual expense component, represented the most relevant comparison. In addition, the Trustees considered current Fund asset levels as compared to prior years.
The Trustees also considered that the total expense ratio seems to provide a more apt comparison than a Fund&#146;s management fee because the Funds&#146; unitary fee arrangements cover other supervisory and administrative services required by the
Fund that are typically paid for or incurred by peer <FONT STYLE="white-space:nowrap">closed-end</FONT> funds directly in addition to a fund&#146;s management fee (such as fees and expenses, &#147;Operating Expenses&#148;), as discussed below. It
was noted that the total expense ratio comparisons reflect the effect of expense waivers/reimbursements, if any. The Trustees considered total expense ratio comparisons both including and excluding interest and borrowing expenses. The Trustees noted
that only leveraged <FONT STYLE="white-space:nowrap">closed-end</FONT> funds were considered for inclusion in the Broadridge Expense Groups and Broadridge Expense Universes presented for comparison with the Funds. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">To the extent applicable, the Trustees considered information
regarding the investment performance and fees for other funds and accounts managed by PIMCO, if any, with similar investment strategies to those of the Funds. The Trustees considered information provided by PIMCO indicating that, in comparison to
certain other products managed by PIMCO, including <FONT STYLE="white-space:nowrap">open-end</FONT> funds and exchange traded funds, there are additional portfolio management challenges in managing <FONT STYLE="white-space:nowrap">closed-end</FONT>
funds such as the Funds. For example, the challenges associated with managing <FONT STYLE="white-space:nowrap">closed-end</FONT> funds may include less liquid holdings, the use of leverage, issues relating to trading on a national exchange and
attempting to meet a regular dividend. The Trustees were advised by PIMCO that, in light of these additional challenges, different pricing structures between <FONT STYLE="white-space:nowrap">closed-end</FONT> funds and other products managed by
PIMCO are to be expected, and that comparisons of pricing structures across these products may not always be apt comparisons, even where other products have similar investment objectives and strategies to those of the Funds. With respect to PGP and
RCS, the Trustees were advised that PIMCO does not manage any funds or accounts which have an investment strategy or return profile that are substantially similar to those Funds. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees also took into account that all Funds, with the
exception of RCS, pay management fees on assets attributable to types of leverage that they use (such as reverse repurchase agreements), which increases the amount of management fees payable by each Fund under the Investment Management Agreement
(because each Fund&#146;s fees,
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
except those of RCS, are calculated based on total managed assets, including assets attributable to reverse repurchase agreements and/or certain other forms of leverage outstanding).&nbsp;They
noted that RCS&#146;s management fees are based on daily net assets, including net assets attributable to any preferred shares that may be outstanding, but that RCS does not have any preferred shares outstanding. In this regard, the Trustees took
into account that PIMCO has a financial incentive for the Funds to continue to use leverage, which may create a conflict of interest between PIMCO, on one hand, and the Funds&#146; common shareholders, on the other. Therefore, the Trustees noted
that the total fees paid by each Fund to PIMCO under the Fund&#146;s unitary fee arrangement would therefore vary more with increases and decreases in applicable leverage incurred by the Fund (only with respect to any preferred shares issued by RCS)
than under a <FONT STYLE="white-space:nowrap">non-unitary</FONT> fee arrangement, all other things being equal. The Trustees considered information provided by PIMCO and related presentations as to why each Fund&#146;s use of leverage continues to
be appropriate and in the best interests of the respective Fund under current market conditions. The Trustees also considered PIMCO&#146;s representation that it will use leverage for the Funds solely as it determines to be in the best interests of
the Funds from an investment perspective and without regard to the level of compensation PIMCO receives. The Trustees noted that RCS does not pay fees on assets attributable to the types of leverage that the Fund currently employs. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that, for each Fund, the contractual
management fee rate for the Fund under its unitary fee arrangement was above the median contractual management fees of the other funds in its Broadridge Expense Group, calculated both on average net assets and on average managed assets, with the
exception of PCM, whose contractual management fee rate was at the median in both cases. However, in this regard, the Trustees took into account that each Fund&#146;s unitary fee arrangement covers substantially all of the Fund&#146;s Operating
Expenses and therefore, all other things being equal, would tend to be higher than the contractual management fee rates of other funds in the applicable Broadridge Expense Group, which generally do not have a unitary fee structure and bear Operating
Expenses directly and in addition to the management fee. The Trustees determined that a review of each Fund&#146;s total expense ratio with the total expense ratios of peer funds would generally provide more meaningful comparisons than considering
contractual management fee rates in isolation. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In
this regard, the Trustees noted PIMCO&#146;s view that the unitary fee arrangements have benefited and will continue to benefit common shareholders because they provide a management fee expense structure (including Operating Expenses) that is
essentially fixed for the duration of the contractual period as a percentage of either managed assets (including assets attributable to preferred shares and certain
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">other forms of leverage) or net assets (including assets attributable to preferred shares), as
applicable, making it more predictable under ordinary circumstances in comparison to other fee and expense structures, under which the Funds&#146; Operating Expenses (including certain third-party fees and expenses) could vary significantly over
time. The Trustees also considered that the unitary fee arrangements generally insulate the Funds and common shareholders from increases in applicable third-party and certain other expenses because PIMCO, rather than the Funds, would bear the risk
of such increases (though the Trustees also&nbsp;noted that PIMCO would benefit from any reductions in such&nbsp;expenses). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Performance Information </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Fund-specific comparative performance results for the Funds reviewed by the Trustees are discussed below. With respect to investment
performance, the Trustees considered information regarding each Fund&#146;s short-, intermediate- and long-term performance based on net asset value and market value, as applicable, net of the Fund&#146;s fees and expenses, both on an absolute basis
and relative to the performance of its Broadridge Performance Universe (as defined below). The Trustees considered information provided by Broadridge for the Funds regarding the investment performance of a group of funds with investment
classifications/objectives comparable to those of each Fund (for each Fund, its &#147;Broadridge Performance Universe&#148;). The comparative performance information was prepared and provided by Broadridge and was not independently verified by the
Trustees. The Trustees also considered information regarding the Funds&#146; comparative yields and risk-adjusted returns. To the extent a Fund outperformed its Broadridge Performance Universe, the Trustees considered information from PIMCO
regarding the risks undertaken by each Fund, including the use of leverage, and PIMCO&#146;s management and oversight of the Funds&#146; risk profiles. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In addition, it was noted that the Trustees considered matters bearing on the Funds and their advisory arrangements at their meetings
throughout the year, including a review of performance data at each regular meeting (by both the Board and its Performance Committee). </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Profitability, Economies of Scale, and <FONT STYLE="white-space:nowrap">Fall-out</FONT> Benefits </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees considered estimated profitability analyses provided by PIMCO, which included, among other
information, (i)&nbsp;PIMCO&#146;s estimated <FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution operating margin for each Fund, as well as PIMCO&#146;s estimated <FONT STYLE="white-space:nowrap">pre-</FONT> and post-distribution
operating margin for all of the <FONT STYLE="white-space:nowrap">closed-end</FONT> funds advised by PIMCO, including the Funds (collectively, the &#147;Estimated Margins&#148;), in each case for the <FONT STYLE="white-space:nowrap">one-year</FONT>
period ended December&nbsp;31, 2018; (ii) a year-over-year comparison of PIMCO&#146;s Estimated Margins for the <FONT STYLE="white-space:nowrap">one-year</FONT> periods ended December&nbsp;31, 2018, and December&nbsp;31, 2017; and (iii)&nbsp;an
overview of PIMCO&#146;s average fee rates with respect to all of the
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
<FONT STYLE="white-space:nowrap">closed-end</FONT> funds advised by PIMCO, including the Funds, compared to PIMCO&#146;s average fee rates with respect to its other clients, including
PIMCO-advised separate accounts, <FONT STYLE="white-space:nowrap">open-end</FONT> funds and hedge funds and private equity funds. The Trustees also took into account explanations from PIMCO regarding how certain corporate and shared expenses were
allocated among the Funds and other funds and accounts managed by PIMCO for purposes of developing profitability estimates. Based on the profitability analyses provided by PIMCO, the Trustees determined, taking into account the various assumptions
made, that such profitability did not appear to be excessive. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees also considered information regarding possible economies of scale in the operation of the Funds, including in connection with <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">at-the-market</FONT></FONT> offerings contemplated by certain Funds. The Trustees took into account that the Funds do not currently have any breakpoints in their management fees. The Trustees considered that, as <FONT
STYLE="white-space:nowrap">closed-end</FONT> investment companies, the Funds do not continually offer new shares to raise additional assets (as does a typical <FONT STYLE="white-space:nowrap">open-end</FONT> investment company), but may raise
additional assets through periodic shelf offerings and may also experience asset growth through investment performance and/or the increased use of leverage. The Trustees noted that PIMCO shares the benefits of potential economies of scale with the
Funds and their shareholders in a number of ways, including investing in portfolio and trade operations management, firm technology, middle and back office support, legal and compliance, and fund administration logistics; senior management
supervision and governance of those services; and the enhancement of services provided to the Funds in return for fees paid. The Trustees also considered that the unitary fee arrangements provide inherent economies of scale because a Fund maintains
competitive fixed unitary fees even if the particular Fund&#146;s assets decline and/or operating costs rise. The Trustees further considered that, in contrast, breakpoints are a proxy for charging higher fees on lower asset levels and that when a
fund&#146;s assets decline, breakpoints may reverse, which causes expense ratios to increase. The Trustees also considered that, unlike the Funds&#146; unitary fee arrangements, funds with &#147;pass through&#148; administrative fee structures may
experience increased expense ratios when fixed dollar fees are charged against declining fund assets. The Trustees also considered that the unitary fee arrangements protect shareholders from a rise in operating costs that may result from, including,
among other things, PIMCO&#146;s investments in various business enhancements and infrastructure. The Trustees noted that PIMCO has made extensive investments in these areas. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Additionally, the Trustees considered <FONT
STYLE="white-space:nowrap">so-called</FONT> <FONT STYLE="white-space:nowrap">&#147;fall-out</FONT> benefits&#148; to PIMCO, such as reputational value derived from serving as investment manager to the Funds and research, statistical and quotation
services PIMCO may receive from broker-dealers executing the Funds&#146; portfolio transactions on an agency basis. </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>145</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
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 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">Fund-by-Fund</FONT></FONT> Analysis
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With regard to the investment performance of each
Fund and the fees charged to each Fund, the Board considered the following information. With respect to performance quintile rankings for a Fund compared to its Broadridge Performance Universe, the first quintile represents the highest (best)
performance and the fifth quintile represents the lowest performance. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Among other information, the Trustees took into account the following regarding particular Funds. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PGP </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of two funds, the
Trustees noted that the Fund ranked first out of two funds for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year, five-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2018. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the
Fund consisted of a total of eight funds, including the Fund. The Trustees also noted that the average net assets of the common shares of the funds in the Broadridge Expense Group ranged from $81.1&nbsp;million to $231.4&nbsp;million, and that four
of the funds in the group were larger in asset size than the Fund. The Trustees noted that the Broadridge Expense Universe for the Fund consisted of a total of 21 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio
(including interest and borrowing expenses) calculated on both average managed assets and average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group. The
Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average managed assets was at the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge
Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average net assets was above the median total expense ratio (including interest and borrowing expenses) of the
funds in its Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average managed assets and average net assets was below the median total expense
ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PKO </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT
STYLE="white-space:nowrap">one-year</FONT> performance, 12 funds for three-year and five-year performance and
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
seven funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had first quintile performance for the
<FONT STYLE="white-space:nowrap">one-year,</FONT> three-year, five-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods ended December&nbsp;31, 2018. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the
Fund consisted of a total of seven funds, including the Fund. The Trustees also noted that the average net assets of the common shares of the funds in the Broadridge Expense Group ranged from $76.4&nbsp;million to $382.9&nbsp;million, and that no
funds in the group were larger in asset size than the Fund. The Trustees noted that the Broadridge Expense Universe for the Fund consisted of a total of 13 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio
(including interest and borrowing expenses) calculated on both average managed assets and average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Universe. The
Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge
Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on average managed assets was at the median total expense ratio (including interest and borrowing expenses) of the
funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average managed assets and average net assets was at the median total expense ratio
(excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on both average managed assets and average
net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCM </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 28 funds for <FONT
STYLE="white-space:nowrap">one-year</FONT> performance, 27 funds for three-year performance, 23 funds for five-year performance and 14 funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had first
quintile performance for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year and <FONT STYLE="white-space:nowrap">ten-year</FONT> periods and second quintile performance for the five-year period ended December&nbsp;31, 2018. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the
Fund consisted of a total of 11 funds, including the Fund. The Trustees also noted that the average net assets of the common shares of the funds in the Broadridge Expense Group ranged from $118.8&nbsp;million to $460.3&nbsp;million, and that each
fund in the group was larger in asset size </FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>146</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">than the Fund. The Trustees noted that the Broadridge Expense Universe for the Fund consisted
of a total of 24 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average managed assets and average net assets was above the median total expense
ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on
both average managed assets and average net assets was at the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding
interest and borrowing expenses) calculated on both average managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">RCS </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return
performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance, 12 funds for three-year and five-year performance and seven
funds for <FONT STYLE="white-space:nowrap">ten-year</FONT> performance, the Trustees noted that the Fund had second quintile performance for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year and five-year periods and first quintile
performance for the <FONT STYLE="white-space:nowrap">ten-year</FONT> period ended December&nbsp;31, 2018. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the Fund consisted of a total of seven funds, including the Fund. The Trustees also noted that the average net assets of the common
shares of the funds in the Broadridge Expense Group ranged from $76.4&nbsp;million to $324.8&nbsp;million, and that no funds in the group were larger in asset size than the Fund. The Trustees noted that the Broadridge Expense Universe for the Fund
consisted of a total of 13 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average managed assets and average net assets was below the median total
expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses)
calculated on both average managed assets and average net assets was below the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PCI </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return
performance (based on net asset value) relative to its respective Broadridge
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance and 12 funds for three-year and five-year performance, the Trustees noted that the
Fund had first quintile performance for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year and five-year periods ended December&nbsp;31, 2018. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the Fund consisted of a total of seven funds, including the Fund. The Trustees also
noted that the average net assets of the common shares of the funds in the Broadridge Expense Group ranged from $76.4&nbsp;million to $3.23&nbsp;billion, and that no funds in the group were larger in asset size than the Fund. The Trustees noted that
the Broadridge Expense Universe for the Fund consisted of a total of 13 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio (including interest and borrowing expenses) calculated on both average managed assets and
average net assets was above the median total expense ratio (including interest and borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio
(excluding interest and borrowing expenses) calculated on average managed assets was at the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s
total expense ratio (excluding interest and borrowing expenses) calculated on both average managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge
Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the
funds in its Broadridge Expense Group. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">PDI </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">With respect to the Fund&#146;s common share total return
performance (based on net asset value) relative to its respective Broadridge Performance Universe, consisting of 13 funds for <FONT STYLE="white-space:nowrap">one-year</FONT> performance and 12 funds for three-year and five-year performance, the
Trustees noted that the Fund had first quintile performance for the <FONT STYLE="white-space:nowrap">one-year,</FONT> three-year and five-year periods ended December&nbsp;31, 2018. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Trustees noted that the Broadridge Expense Group for the
Fund consisted of a total of seven funds, including the Fund. The Trustees also noted that the average net assets of the common shares of the funds in the Broadridge Expense Group ranged from $76.4&nbsp;million to $1.46&nbsp;billion, and that no
funds in the group were larger in asset size than the Fund. The Trustees noted that the Broadridge Expense Universe for the Fund consisted of a total of 13 funds, including the Fund. The Trustees noted that the Fund&#146;s total expense ratio
(including interest and borrowing expenses) calculated on both average managed
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

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<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>147</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Approval of Investment Management Agreement <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT>
</B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">assets and average net assets was above the median total expense ratio (including interest and
borrowing expenses) of the funds in its Broadridge Expense Group and Broadridge Expense Universe. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average managed assets was at the
median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses) calculated on average net
assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Group. The Trustees noted that the Fund&#146;s total expense ratio (excluding interest and borrowing expenses)
calculated on both average managed assets and average net assets was above the median total expense ratio (excluding interest and borrowing expenses) of the funds in its Broadridge Expense Universe. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3">Conclusion </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">After reviewing these and other factors described herein, the
Trustees concluded, with respect to each Fund, within the context of their overall conclusions regarding the Agreements, and based on the information provided and related representations made by management, and in their business judgment, that they
were satisfied with PIMCO&#146;s responses and efforts relating to the investment performance of the Funds. The Trustees also concluded that the fees payable under the Agreements represent reasonable compensation in light of the nature, extent and
quality of services provided by PIMCO. Based on their evaluation of factors that they deemed to be material, including, but not limited to, those factors described above, the Trustees, including the Independent Trustees, unanimously concluded that
the continuation of the Agreements was in&nbsp;the interests of each Fund and its shareholders, and should be&nbsp;approved.
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2">&nbsp;&nbsp;&nbsp;&nbsp;
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<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>148</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
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<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B><A NAME="tx771238_20"></A>Privacy Policy<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT
STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px;padding-bottom:0px; "><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds</FONT><FONT
STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP STYLE="vertical-align:baseline; position:relative; bottom:.8ex">2</SUP></FONT><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"> consider customer privacy to be a
fundamental aspect of their relationships with shareholders and are committed to maintaining the confidentiality, integrity and security of their current, prospective and former shareholders&#146; <FONT STYLE="white-space:nowrap">non-public</FONT>
personal information. The Funds have developed policies that are designed to protect this confidentiality, while allowing shareholder needs to be served. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">OBTAINING PERSONAL INFORMATION </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">In the course of providing shareholders with products and services, the Funds and certain service providers to the Funds, such as the
Funds&#146; investment adviser or <FONT STYLE="white-space:nowrap">sub-adviser</FONT> (&#147;Adviser&#148;), may obtain <FONT STYLE="white-space:nowrap">non-public</FONT> personal information about shareholders, which may come from sources such as
account applications and other forms, from other written, electronic or verbal correspondence, from shareholder transactions, from a shareholder&#146;s brokerage or financial advisory firm, financial advisor or consultant, and/or from information
captured on applicable websites. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">RESPECTING YOUR
PRIVACY </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">As a matter of policy, the Funds do not
disclose any <FONT STYLE="white-space:nowrap">non-public</FONT> personal information provided by shareholders or gathered by the Funds to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties, except as required or permitted by law or
as necessary for such third parties to perform their agreements with respect to the Funds. As is common in the industry, <FONT STYLE="white-space:nowrap">non-affiliated</FONT> companies may from time to time be used to provide certain services, such
as preparing and mailing prospectuses, reports, account statements and other information, conducting research on shareholder satisfaction and gathering shareholder proxies. The Funds or their affiliates may also retain
<FONT STYLE="white-space:nowrap">non-affiliated</FONT> companies to market Fund shares or products which use Fund shares and enter into joint marketing arrangements with them and other companies. These companies may have access to a
shareholder&#146;s personal and account information, but are permitted to use this information solely to provide the specific service or as otherwise permitted by law. In most cases, the shareholders will be clients of a third party, but the Funds
may also provide a shareholder&#146;s personal and account information to the shareholder&#146;s respective brokerage or financial advisory firm and/or financial advisor or consultant. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">SHARING INFORMATION WITH THIRD PARTIES </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds reserve the right to disclose or report personal or
account information to <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third parties in limited circumstances where the Funds believe in good faith that disclosure is required under law, to cooperate with regulators or law enforcement
authorities, to protect their rights or property, or upon reasonable request by any fund advised by PIMCO in which a shareholder has invested. In addition, the Funds may disclose information about a shareholder or a
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">

 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">
shareholder&#146;s accounts to a <FONT STYLE="white-space:nowrap">non-affiliated</FONT> third party at the shareholder&#146;s request or with the consent of the shareholder. </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">SHARING INFORMATION WITH AFFILIATES </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds may share shareholder information with their
affiliates in connection with servicing shareholders&#146; accounts, and subject to applicable law may provide shareholders with information about products and services that the Funds or their Adviser or its affiliates (&#147;Service
Affiliates&#148;) believe may be of interest to such shareholders. The information that the Funds may share may include, for example, a shareholder&#146;s participation in the Funds or in other investment programs sponsored by a Service Affiliate, a
shareholder&#146;s ownership of certain types of accounts (such as IRAs), information about the Funds&#146; experiences or transactions with a shareholder, information captured on applicable websites, or other data about a shareholder&#146;s
accounts, subject to applicable law. The Funds&#146; Service Affiliates, in turn, are not permitted to share shareholder information with <FONT STYLE="white-space:nowrap">non-affiliated</FONT> entities, except as required or permitted by law.
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PROCEDURES TO SAFEGUARD PRIVATE INFORMATION
</FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">The Funds take seriously the obligation to
safeguard shareholder <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. In addition to this policy, the Funds have implemented procedures that are designed to restrict access to a shareholder&#146;s <FONT
STYLE="white-space:nowrap">non-public</FONT> personal information to internal personnel who need to know that information to perform their jobs, such as servicing shareholder accounts or notifying shareholders of new products or services. Physical,
electronic and procedural safeguards are in place to guard a shareholder&#146;s <FONT STYLE="white-space:nowrap">non-public</FONT> personal information. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">INFORMATION COLLECTED FROM WEBSITES </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Websites maintained by the Funds or their service providers may use a variety of technologies to collect information that help the Funds and
their service providers understand how the website is used. Information collected from your web browser (including small files stored on your device that are commonly referred to as &#147;cookies&#148;) allow the websites to recognize your web
browser and help to personalize and improve your user experience and enhance navigation of the website. In addition, the Funds or their Service Affiliates may use third parties to place advertisements for the Funds on other websites, including
banner advertisements. Such third parties may collect anonymous information through the use of cookies or action tags (such as web beacons). The information these third parties collect is generally limited to technical and web navigation
information, such as your IP address, web pages visited and browser type, and does not include personally identifiable information such as name, address, phone number or email address. If you are a registered user of the Funds&#146; website, the
Funds or their service providers or third party firms engaged by the Funds or their service providers may collect or share
</FONT></P></div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD WIDTH="74%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="11%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="3%"></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>ANNUAL&nbsp;REPORT</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" NOWRAP ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">JUNE&nbsp;30,&nbsp;2019</FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="top" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>149</B></FONT></TD></TR></TABLE></DIV>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>Privacy Policy<FONT STYLE="font-family:Arial Narrow" SIZE="1"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP></FONT> <FONT STYLE="font-family:Arial Narrow" SIZE="1">(Cont.)</FONT> </B></FONT></P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px" ALIGN="right"><FONT STYLE="font-family:Arial Narrow" SIZE="1">(Unaudited) </FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P><DIV STYLE="position:relative;float:left; width:48%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">information submitted by you, which may include personally identifiable information. This
information can be useful to the Funds when assessing and offering services and website features. You can change your cookie preferences by changing the setting on your web browser to delete or reject cookies. If you delete or reject cookies, some
website pages may not function properly. The Funds do not look for web browser &#147;do not track&#148; requests. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">CHANGES TO THE PRIVACY POLICY </FONT></P> <P STYLE="margin-top:0px;margin-bottom:-6px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">From time to time, the Funds may update or revise this privacy policy. If there are changes to the terms of this privacy policy, documents containing the revised policy on the relevant
website will be updated. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">1</SUP> Amended as of February 14, 2017. </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1" COLOR="#333333"><SUP
STYLE="vertical-align:baseline; position:relative; bottom:.8ex">2</SUP> When distributing this Policy, a Fund may combine the distribution with any similar distribution of its investment adviser&#146;s privacy policy. The distributed, combined
policy may be written in the first person (i.e., by using &#147;we&#148; instead of &#147;the Funds&#148;).
</FONT></P></DIV><DIV STYLE="position:relative;float:left; margin-left:3%; width:49%;padding-right:0%;padding-bottom:8pt;overflow:hidden;padding-top:3pt">
</div><div style="clear:both; height:0px; font-size:0px">&nbsp;</div>

 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE">

<TR>

<TD></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="95%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid">
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>150</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"><FONT STYLE="font-family:Arial Narrow" SIZE="1"><B>PIMCO CLOSED-END FUNDS</B></FONT></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"><FONT SIZE="1">&nbsp;&nbsp;</FONT></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD></TR></TABLE>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="3"><B>General Information </B></FONT></P>
<p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Investment Manager </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Pacific Investment Management Company LLC </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">1633 Broadway </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">New York, NY 10019 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Custodian </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">State Street Bank and Trust Company </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">801 Pennsylvania Avenue </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, MO 64105 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Transfer Agent, Dividend Paying Agent and Registrar
</B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">American Stock Transfer &amp; Trust Company, LLC </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">6201 15th Avenue </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Brooklyn, NY 11219 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Legal Counsel </B></FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Ropes &amp; Gray LLP </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Prudential Tower </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">800
Boylston Street </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Boston, MA 02199 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333"><B>Independent Registered Public Accounting Firm </B></FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT
STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">PricewaterhouseCoopers LLP </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">1100 Walnut Street, Suite 1300 </FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">Kansas City, MO 64106 </FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P>
<P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="2" COLOR="#333333">This report is submitted for the general information of the shareholders of the Funds listed on the Report cover. </FONT></P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px">


<IMG SRC="g771238g75h91.jpg" ALT="LOGO">
 </P> <p STYLE="margin-top:0px;margin-bottom:0px"><FONT SIZE="1">&nbsp;</FONT></P> <P STYLE="margin-top:0px;margin-bottom:0px"><FONT STYLE="font-family:Arial Narrow" SIZE="1">CEF3010AR_063019 </FONT></P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;2.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Code of Ethics. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">As of the end of the period covered by this report, the Registrant has adopted a code of ethics (the &#147;Code&#148;) that applies to the
Registrant&#146;s principal executive officer and principal financial officer. The Registrant did not grant any waivers, including implicit waivers, from any provisions of the Code to the principal executive officer or principal financial officer
during the period covered by this report. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">A copy of the Code is included as an exhibit to this report. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;3.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Audit Committee Financial Expert. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The Board of Trustees has determined that James A. Jacobson, who serves on the Board&#146;s Audit Oversight Committee, qualifies as an
&#147;audit committee financial expert&#148; as such term is defined in the instructions to this Item 3. The Board has also determined that Mr.&nbsp;Jacobson is &#147;independent&#148; as such term is interpreted under this Item 3. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;4.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Principal Accountant Fees and Services. </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="91%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="6%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="26%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="20%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="43%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(a)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><U>Fiscal Year Ended</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.00em; font-size:10pt; font-family:Times New Roman"><U>Audit Fees</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40,533</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2018</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37,070</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(b)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><U>Fiscal Year Ended</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.00em; font-size:10pt; font-family:Times New Roman"><U><FONT STYLE="white-space:nowrap">Audit-Related&nbsp;Fees</FONT></U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2018</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(c)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><U>Fiscal Year Ended</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.00em; font-size:10pt; font-family:Times New Roman"><U>Tax Fees</U></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2018</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(d)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"><U>Fiscal Year Ended</U></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:4.00em; font-size:10pt; font-family:Times New Roman"><U>All Other Fees</U><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP></P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">June&nbsp;30, 2018</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&#151;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
</TABLE></DIV> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit Fees&#148; represents fees billed for each of the last two fiscal years for professional
services rendered for the audit and review of the Registrant&#146;s annual financial statements for those fiscal years or services that are normally provided by the accountant in connection with statutory or regulatory filings or engagements for
those fiscal years. </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Audit-Related Fees&#148; represents fees billed for each of the last two fiscal years for assurance and related
services that are reasonably related to the performance of the audit or review of the Registrant&#146;s financial statements, but not reported under &#147;Audit Fees&#148; above, and that include accounting consultations, agreed-upon procedure
reports (inclusive of annual review of basic maintenance testing associated with the Preferred Shares), attestation reports and comfort letters for those fiscal years. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;Tax Fees&#148; represents fees billed for each of the last two fiscal years for professional services related to tax compliance, tax
advice and tax planning, including services relating to the filing or amendment of federal, state or local income tax returns, regulated investment company qualification reviews, and tax distribution and analysis reviews. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman">&#147;All Other Fees&#148; represents fees, if any, billed for other products and services rendered by the principal accountant to the
Registrant other than those reported above under &#147;Audit Fees,&#148; &#147;Audit-Related Fees&#148; and &#147;Tax Fees&#148; for the last two fiscal years. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:14%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">(1)</SUP>There were no &#147;All Other Fees&#148; for the last two fiscal years. </P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(e)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><FONT STYLE="white-space:nowrap">Pre-approval</FONT> policies and procedures </P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(1) The Registrant&#146;s Audit Oversight Committee has adopted <FONT STYLE="white-space:nowrap">pre-approval</FONT> policies and procedures
(the &#147;Procedures&#148;) to govern the Audit Oversight Committee&#146;s <FONT STYLE="white-space:nowrap">pre-approval</FONT> of (i)&nbsp;all audit services and permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided
to the Registrant by its independent accountant, and (ii)&nbsp;all permissible <FONT STYLE="white-space:nowrap">non-audit</FONT> services to be provided by such independent accountant to the Registrant&#146;s investment adviser and to any entity
controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Registrant (collectively, the &#147;Service Affiliates&#148;) if the services provided directly relate to the Registrant&#146;s
operations and financial reporting. In accordance with the Procedures, the Audit Oversight Committee is responsible for the engagement of the independent accountant to certify the Registrant&#146;s financial statements for each fiscal year. With
respect to the <FONT STYLE="white-space:nowrap">pre-approval</FONT> of <FONT STYLE="white-space:nowrap">non-audit</FONT> services provided to the Registrant and its Service Affiliates, the Procedures provide that the Audit Oversight Committee may
annually <FONT STYLE="white-space:nowrap">pre-approve</FONT> a list of types or categories of <FONT STYLE="white-space:nowrap">non-audit</FONT> services that may be provided to the Registrant or its Service Affiliates, or the Audit Oversight
Committee may <FONT STYLE="white-space:nowrap">pre-approve</FONT> such services on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">project-by-project</FONT></FONT> basis as they arise. Unless a type of service has received
general <FONT STYLE="white-space:nowrap">pre-approval,</FONT> it will require specific <FONT STYLE="white-space:nowrap">pre-approval</FONT> by the Audit Oversight Committee if it is to be provided by the independent accountant. The Procedures also
permit the Audit Oversight Committee to delegate authority to one or more of its members to <FONT STYLE="white-space:nowrap">pre-approve</FONT> any proposed <FONT STYLE="white-space:nowrap">non-audit</FONT> services that have not been previously <FONT
STYLE="white-space:nowrap">pre-approved</FONT> by the Audit Oversight Committee, subject to the ratification by the full Audit Oversight Committee no later than its next scheduled meeting. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">(2) With respect to the services described in paragraphs (b)&nbsp;through (d) of this Item 4, no amount was approved by the Audit Oversight
Committee pursuant to paragraph (c)(7)(i)(C) of Rule <FONT STYLE="white-space:nowrap">2-01</FONT> of Regulation <FONT STYLE="white-space:nowrap">S-X.</FONT> </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(f)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Not applicable. </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(g)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">&nbsp;&nbsp;&nbsp;&nbsp; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="86%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="77%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD></TD>
<TD></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="6" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000"><FONT STYLE="white-space:nowrap">Aggregate&nbsp;Non-Audit&nbsp;Fees&nbsp;Billed&nbsp;to&nbsp;Entity</FONT></TD>
<TD VALIGN="bottom" STYLE=" BORDER-BOTTOM:1px solid #000000">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" ALIGN="center">Entity</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD COLSPAN="2" VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">June&nbsp;30, 2019</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="2" ALIGN="center">June&nbsp;30, 2018</TD>
<TD VALIGN="bottom">&nbsp;</TD></TR>


<TR STYLE="font-size:1px; ">
<TD COLSPAN="8" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.50em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">PCM Fund Inc</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&#151;&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.50em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Pacific Investment Management Company LLC (&#147;PIMCO&#148;)</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> &nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" ALIGN="right"> 12,402,651&nbsp;&nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD NOWRAP VALIGN="bottom"> &nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> &nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" ALIGN="right"> 7,397,858&nbsp;&nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD NOWRAP VALIGN="bottom"> &nbsp;<P STYLE="font-size:4pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD COLSPAN="5" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:1.00px solid #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.50em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">Totals</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;&nbsp;$</TD>
<TD NOWRAP VALIGN="bottom" ALIGN="right">&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" ALIGN="right">12,402,651&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;$</TD>
<TD VALIGN="bottom" ALIGN="right">7,397,858&nbsp;&nbsp;</TD>
<TD NOWRAP VALIGN="bottom">&nbsp;</TD></TR>
<TR STYLE="font-size:1px; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD COLSPAN="5" VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD VALIGN="bottom"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; border-top:3.00px double #000000">&nbsp;</P></TD>
<TD>&nbsp;</TD></TR>
</TABLE></DIV> <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">(h)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The Registrant&#146;s Audit Oversight Committee has considered whether the provision of <FONT
STYLE="white-space:nowrap">non-audit</FONT> services that were rendered to the Registrant&#146;s investment adviser, and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the
Registrant which were not <FONT STYLE="white-space:nowrap">pre-approved</FONT> (not requiring <FONT STYLE="white-space:nowrap">pre-approval)</FONT> is compatible with maintaining the principal accountant&#146;s independence. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;5.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Audit Committee of Listed Registrants. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The Registrant has a separately-designated standing audit committee (known as the Audit Oversight Committee) established in accordance with
Section&nbsp;3(a)(58)(A) of the Securities Exchange Act of 1934, as amended. The Audit Oversight Committee is comprised of: </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Sarah E.
Cogan </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Deborah A. DeCotis; </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Bradford K. Gallagher; </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">James A.
Jacobson; </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Hans W. Kertess; </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">William B. Ogden, IV; and </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Alan
Rappaport. </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;6.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Schedule of Investments. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The Schedule of Investments is included as part of the reports to shareholders under Item 1. </P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;7.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
</B></P></TD></TR></TABLE> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Policy Statement: The proxy voting policy is intended to foster PIMCO&#146;s compliance with its fiduciary
obligations and applicable law; the policy applies to any voting or consent rights with respect to securities held in accounts over which PIMCO has discretionary voting authority. The Policy is designed in a manner reasonably expected to ensure that
voting and consent rights are exercised in the best interests of PIMCO&#146;s clients. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">Overview: PIMCO has adopted a written proxy<SUP
STYLE="font-size:85%; vertical-align:top">1</SUP> voting policy (&#147;Proxy Policy&#148;) as required by Rule <FONT STYLE="white-space:nowrap">206(4)-6</FONT> under the Advisers Act. As a general matter, when PIMCO has proxy voting authority, PIMCO
has a fiduciary obligation to monitor corporate events and to take appropriate action on client proxies that come to its attention. Each proxy is voted on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT>
basis, taking into account relevant facts and circumstances. When considering client proxies, PIMCO may determine not to vote a proxy in limited circumstances. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Equity Securities.<SUP STYLE="font-size:85%; vertical-align:top">2</SUP> PIMCO has retained an Industry Service Provider (&#147;ISP&#148;) to
provide research and voting recommendations for proxies relating to equity securities in accordance with the ISP&#146;s guidelines. By following the guidelines of an independent third party, PIMCO seeks to mitigate potential conflicts of interest
PIMCO may have with respect to proxies covered by the ISP. PIMCO will follow the recommendations of the ISP unless: (i)&nbsp;the ISP does not provide a voting recommendation; or (ii)&nbsp;a portfolio manager decides to override the ISP&#146;s voting
recommendation. In either such case as described above, the Legal and Compliance department will review the proxy to determine whether a material conflict of interest, or the appearance of one, exists. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Fixed Income Securities. Fixed income securities can be processed as proxy ballots or corporate action-consents<SUP
STYLE="font-size:85%; vertical-align:top">3</SUP> at the discretion of the issuer/ custodian. When processed as proxy ballots, the ISP generally does not provide a voting recommendation and their role is limited to election processing and
recordkeeping. When processed as corporate action-consents, the Legal and Compliance department will review all election forms to determine whether a conflict of interest, or the appearance of one, exists with respect to the portfolio manager&#146;s
consent election. PIMCO&#146;s Credit Research and Portfolio Management Groups are responsible for issuing recommendations on how to vote proxy ballots and corporation action-consents with respect to fixed income securities. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:13%; font-size:10pt; font-family:Times New Roman">Resolution of Potential Conflicts of Interest. The Proxy Policy permits PIMCO to seek to resolve material conflicts of interest by pursuing
any one of several courses of action. With respect to material conflicts of interest between PIMCO and a client account, the Proxy Policy permits PIMCO to either: (i)&nbsp;convene a working group to assess and resolve the conflict (the &#147;Proxy
Working Group&#148;); or (ii)&nbsp;vote in accordance with protocols previously established by the Proxy Policy, the Proxy Working Group and/or other relevant procedures approved by PIMCO&#146;s Legal and Compliance department with respect to
specific types of conflicts. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">PIMCO will supervise and periodically review its proxy voting activities and the implementation of the Proxy
Policy. PIMCO&#146;s Proxy Policy, and information about how PIMCO voted a client&#146;s proxies, is available upon request. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><FONT
STYLE="white-space:nowrap">Sub-Adviser</FONT> Engagement: As an investment manager, PIMCO may exercise its discretion to engage a <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> to provide portfolio management services to certain Funds.
Consistent with its management responsibilities, the <FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> will assume the authority for voting proxies on behalf of PIMCO for these Funds. <FONT STYLE="white-space:nowrap">Sub-Advisers</FONT> may
utilize third parties to perform certain services related to their portfolio management responsibilities. As a fiduciary, PIMCO will maintain oversight of the investment management responsibilities performed by the
<FONT STYLE="white-space:nowrap">Sub-Adviser</FONT> and contracted third parties. </P> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP
STYLE="font-size:85%; vertical-align:top">1</SUP> Proxies generally describe corporate action-consent rights (relative to fixed income securities) and proxy voting ballots (relative to fixed income or equity securities) as determined by the issuer
or custodian. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">2</SUP> The term &#147;equity securities&#148; means common and preferred
stock, including common and preferred shares issued by investment companies; it does not include debt securities convertible into equity securities. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">3</SUP> Voting or consent rights shall not include matters which are primarily decisions to buy
or sell investments, such as tender offers, exchange offers, conversions, put options, redemptions, and Dutch auctions. </P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%" VALIGN="top" ALIGN="left"><B>Item&nbsp;8.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Portfolio Managers of Closed-End Management Investment Companies. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(1)&nbsp;&nbsp;&nbsp;&nbsp; </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">As of August&nbsp;27, 2019, the following individuals have primary responsibility for the <FONT STYLE="white-space:nowrap"><FONT
STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the PCM Fund, Inc. (the &#147;Fund&#148;): </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><B>Daniel J. Ivascyn -
</B>Mr.&nbsp;Ivascyn has been the lead portfolio manager of the Fund since May 2002. Mr.&nbsp;Ivascyn is Group Chief Investment Officer and a managing director in the Newport Beach office. Prior to joining PIMCO in 1998, he worked at Bear Stearns in
the asset-backed securities group, as well as T. Rowe Price and Fidelity Investments. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><B>Alfred T. Murata - </B>Mr.&nbsp;Murata has been
a portfolio manager of the Fund since June 2017. Mr.&nbsp;Murata is a managing director in the Newport Beach office and a portfolio manager on the mortgage credit team. Prior to joining PIMCO in 2001, he researched and implemented exotic equity and
interest rate derivatives at Nikko Financial Technologies. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><B>Russell Gannaway - </B>Mr.&nbsp;Gannaway is a managing director and
portfolio manager in the Newport Beach office, focusing on PIMCO&#146;s suite of alternative credit strategies. Mr.&nbsp;Gannaway is a senior member of the Tactical Opportunities portfolio management team and a member of the portfolio committee for
several opportunistic credit and real estate funds. Prior to joining PIMCO in 2009, he served as an associate with JER Partners in New York. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><B>Bryan Tsu - </B>Mr.&nbsp;Tsu has been a portfolio manager of the Fund since June 2017. Mr.&nbsp;Tsu is an executive vice president and
portfolio manager in the New York office, focusing on commercial mortgage-backed securities and collateralized loan obligations. Prior to joining PIMCO in 2008, he worked at Bear Stearns in New York, syndicating collateralized loan and
collateralized debt obligations and other asset-backed transactions. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">(a)(2)&nbsp;&nbsp;&nbsp;&nbsp; </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman">The following summarizes information regarding each of the accounts, excluding the Fund, managed by the Portfolio Managers as of June&nbsp;30,
2019, including accounts managed by a team, committee, or other group that includes a Portfolio Manager. Unless mentioned otherwise, the advisory fee charged for managing each of the accounts listed below is not based on performance. </P>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="95%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="14%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="18%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Registered&nbsp;Investment<BR>Companies</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Other&nbsp;Pooled&nbsp;Investment<BR>Vehicles</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" COLSPAN="3" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Other&nbsp;Accounts</TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">Portfolio Manager</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">#</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">AUM($million)</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000">#</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; margin-left:1.00em; text-indent:-1.00em; font-size:10pt; font-family:Times New Roman">AUM($million)</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">#</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" NOWRAP STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">AUM($million)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff"><B>Daniel J. Ivascyn<SUP STYLE="font-size:85%; vertical-align:top">1</SUP></B></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">&nbsp;&nbsp;19&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$162,769.44</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">9</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$85,428.21</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">&nbsp;&nbsp;16&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$11,452.93</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"><B>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"><B>Alfred T. Murata<SUP STYLE="font-size:85%; vertical-align:top">2 </SUP></B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">19</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">$161,208.83</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;11&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">$32,181.94</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">8</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">$1,994.15</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff"><B>Russell Gannaway<SUP STYLE="font-size:85%; vertical-align:top">3 </SUP></B></TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">3</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$5,918.42</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">2</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$7,107.38</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">2</TD>
<TD VALIGN="bottom" BGCOLOR="#cceeff" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000" BGCOLOR="#cceeff">$654.65</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Bryan Tsu<SUP STYLE="font-size:85%; vertical-align:top">4</SUP></B></P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:10pt; font-family:Times New Roman"><B>&nbsp;&nbsp;&nbsp;&nbsp;</B></P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">16</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">$18,669.14</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">0</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-BOTTOM:1px solid #000000">$0.00</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">7</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" ALIGN="center" STYLE="BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">$97,765.11</TD></TR>
</TABLE> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">1</SUP> Of these Other Pooled Investment
Vehicles,&nbsp;3&nbsp;account(s) totaling $7,466.41&nbsp;million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. Of these Other Accounts, 3&nbsp;account(s) totaling&nbsp;$2,357.62&nbsp;million in assets
pay(s) an advisory fee that is based in part on the performance of the accounts. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">2</SUP> Of
these Other Accounts,&nbsp;1&nbsp;account(s) totaling&nbsp;$715.77&nbsp;million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. </P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">3</SUP> Of these Other Pooled Investment Vehicles,&nbsp;2&nbsp;account(s)
totaling&nbsp;$7,107.38&nbsp;million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. Of these Other Accounts, 1&nbsp;account(s) totaling&nbsp;$175.59&nbsp;million in assets pay(s) an advisory fee that is
based in part on the performance of the accounts. </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:9%; font-size:10pt; font-family:Times New Roman"><SUP STYLE="font-size:85%; vertical-align:top">4</SUP> Of these Other
Accounts,&nbsp;1&nbsp;account(s) totaling $1,523.01&nbsp;million in assets pay(s) an advisory fee that is based in part on the performance of the accounts. </P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, potential and actual conflicts of interest
may arise between a portfolio manager&#146;s management of the investments of the Fund, on the one hand, and the management of other accounts, on the other. Potential and actual conflicts of interest may also arise as a result of PIMCO&#146;s other
business activities and PIMCO&#146;s possession of material <FONT STYLE="white-space:nowrap">non-public</FONT> information about an issuer. Other accounts managed by a portfolio manager might have similar investment objectives or strategies as the
Fund, track the same index as the Fund or otherwise hold, purchase, or sell securities that are eligible to be held, purchased or sold by the Fund. The other accounts might also have different investment objectives or strategies than the Fund.
Potential and actual conflicts of interest may also arise as a result of PIMCO serving as investment adviser to accounts that invest in the Fund. In this case, such conflicts of interest could in theory give rise to incentives for PIMCO to, among
other things, vote proxies of the Fund in a manner beneficial to the investing account but detrimental to the Fund. Conversely, PIMCO&#146;s duties to the Fund, as well as regulatory or other limitations applicable to the Fund, may affect the
courses of action available to PIMCO-advised accounts (including certain funds) that invest in the Fund in a manner that is detrimental to such investing accounts. In addition, regulatory restrictions, actual or potential conflicts of interest or
other considerations may cause PIMCO to restrict or prohibit participation in certain investments. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Because PIMCO is affiliated with Allianz, a large multi-national financial institution, conflicts similar to
those described below may occur between the Fund and other accounts managed by PIMCO and PIMCO&#146;s affiliates or accounts managed by those affiliates. Those affiliates (or their clients), which generally operate autonomously from PIMCO, may take
actions that are adverse to the Fund or other accounts managed by PIMCO. In many cases, PIMCO will not be in a position to mitigate those actions or address those conflicts, which could adversely affect the performance of the Fund or other accounts
managed by PIMCO. In addition, because certain Clients (as defined below) are affiliates of PIMCO or have investors who are affiliates or employees of PIMCO, PIMCO may have incentives to resolve conflicts of interest in favor of these Clients over
other Clients. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Knowledge and Timing of Fund Trades. A potential conflict of interest may arise as a
result of the portfolio manager&#146;s <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of the Fund. Because of their positions with the Fund, the portfolio managers know the size, timing and
possible market impact of the Fund&#146;s trades. It is theoretically possible that the portfolio managers could use this information to the advantage of other accounts they manage and to the possible detriment of the Fund. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Investment Opportunities. A potential conflict of interest may arise as a result of the portfolio
manager&#146;s management of a number of accounts with varying investment guidelines. Often, an investment opportunity may be suitable for both the Fund and other accounts managed by PIMCO (each, a &#147;Client,&#148; and collectively, the
&#147;Clients&#148;), but may not be available in sufficient quantities for both the Fund and other Clients to participate fully. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the Fund not receiving
securities that may otherwise be appropriate for it. In addition, regulatory issues applicable to PIMCO or the Fund or other accounts may result in the Fund not receiving securities that may otherwise be appropriate for it. Similarly, there may be
limited opportunity to sell an investment held by the Fund and another account. PIMCO has adopted policies and procedures reasonably designed to allocate investment opportunities on a fair and equitable basis over time. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under PIMCO&#146;s allocation procedures, investment opportunities are allocated among various investment
strategies based on individual account investment guidelines and PIMCO&#146;s investment outlook. PIMCO has also adopted additional procedures to complement the general trade allocation policy that are designed to address potential conflicts of
interest due to the <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">side-by-side</FONT></FONT> management of the Fund and certain pooled investment vehicles, including investment opportunity allocation issues. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO may take an investment position or action for a Client that may be different from,
or inconsistent with, an action or position taken for one or more other Clients having similar or differing investment objectives. These positions and actions may adversely impact, or in some instances may benefit, one or more affected Clients,
including Clients that are PIMCO affiliates, in which PIMCO has an interest, or which pays PIMCO higher fees or a performance fee. For example, a Client may buy a security and another Client may establish a short position in that same security. The
subsequent short sale may result in a decrease in the price of the security that the other Client holds. Similarly, transactions or investments by one or more Clients may have the effect of diluting or otherwise disadvantaging the values, prices or
investment strategies of another Client. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">When PIMCO implements for one Client a portfolio decision or
strategy ahead of, or contemporaneously with, similar portfolio decisions or strategies of another Client, market impact, liquidity constraints or other factors could result in one or more Clients receiving less favorable trading results, the costs
of implementing such portfolio decisions or strategies could be increased or such Clients could otherwise be disadvantaged. On the other hand, potential conflicts may also arise because portfolio decisions regarding a Client may benefit other
Clients. For example, the sale of a long position or </P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">
establishment of a short position for a Client may decrease the price of the same security sold short by (and therefore benefit) other Clients, and the purchase of a security or covering of a
short position in a security for a Client may increase the price of the same security held by (and therefore benefit) other Clients. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Under certain circumstances, a Client may invest in a transaction in which one or more other Clients are
expected to participate, or already have made or will seek to make, an investment. In addition, to the extent permitted by applicable law, a Client may also engage in investment transactions that may result in other Clients being relieved of
obligations, or that may cause other Clients to divest certain investments (e.g., a Client may make a loan to, or directly or indirectly acquire securities or indebtedness of, a company that uses the proceeds to refinance or reorganize its capital
structure, which could result in repayment of debt held by another Client). Such Clients (or groups of Clients) may have conflicting interests and objectives in connection with such investments, including with respect to views on the operations or
activities of the issuer involved, the targeted returns from the investment and the timeframe for, and method of, exiting the investment. When making such investments, PIMCO may do so in a way that favors one Client over another Client, even if both
Clients are investing in the same security at the same time. Certain Clients may invest on a &#147;parallel&#148; basis (i.e., proportionately in all transactions at substantially the same time and on substantially the same terms and conditions). In
addition, other accounts may expect to invest in many of the same types of investments as another account. However, there may be investments in which one or more of such accounts does not invest (or invests on different terms or on a <FONT
STYLE="white-space:nowrap">non-pro</FONT> rata basis) due to factors such as legal, tax, regulatory, business, contractual or other similar considerations or due to the provisions of a Client&#146;s governing documents. Decisions as to the
allocation of investment opportunities among such Clients present numerous conflicts of interest, which may not be resolved in a manner that is favorable to a Client&#146;s interests. To the extent an investment is not allocated pro rata among such
entities, a Client could incur a disproportionate amount of income or loss related to such investment relative to such other Client. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In addition, Clients may invest alongside one another in the same underlying investments or otherwise
pursuant to a substantially similar investment strategy as one or more other Clients. In such cases, certain Clients may have preferential liquidity and information rights relative to other Clients holding the same investments, with the result that
such Clients will be able to withdraw/redeem their interests in underlying investments in priority to Clients who may have more limited access to information or more restrictive withdrawal/redemption rights. Clients with more limited information
rights or more restrictive liquidity may therefore be adversely affected in the event of a downturn in the markets. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Further, potential conflicts may be inherent in PIMCO&#146;s use of multiple strategies. For example,
conflicts will arise in cases where different Clients invest in different parts of an issuer&#146;s capital structure, including circumstances in which one or more Clients may own private securities or obligations of an issuer and other Clients may
own or seek to acquire private securities of the same issuer. For example, a Client may acquire a loan, loan participation or a loan assignment of a particular borrower in which one or more other Clients have an equity investment, or may invest in
senior debt obligations of an issuer for one Client and junior debt obligations or equity of the same issuer for another Client. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Conflicts potentially limiting the Fund&#146;s investment opportunities may also arise when the Fund and
other Clients invest in different parts of an issuer&#146;s capital structure, such as when the Fund owns senior debt obligations of an issuer and other Clients own junior tranches of the same issuer. In such circumstances, decisions over whether to
trigger an event of default, over the terms of any workout, or how to exit an investment may result in conflicts of interest. In order to minimize such conflicts, a portfolio manager may avoid certain investment opportunities that would potentially
give rise to conflicts with other Clients or PIMCO may enact internal procedures designed to minimize such conflicts, which could have the effect of limiting the Fund&#146;s investment opportunities. Additionally, if PIMCO acquires material <FONT
STYLE="white-space:nowrap">non-public</FONT> confidential information in connection with its business activities for other Clients, a portfolio manager may be restricted from purchasing securities or selling securities for the Fund. Moreover, the
Fund or other accounts managed by PIMCO may invest in a transaction in which one or more other funds or accounts managed by PIMCO are expected to participate, or already have made or will seek to make, an investment. Such funds or accounts may have
conflicting interests and objectives in connection with such investments, including, for example and without limitation, with respect to views on the operations or activities of the issuer involved, the targeted returns from the investment, and the
timeframe for, and method of, exiting the investment. Additionally, a fund or other account managed by PIMCO may take an investment position or action that may be different from, or inconsistent with, an investment position or action taken by
another fund or other account managed by PIMCO having similar or differing investment objectives. These positions and actions may adversely impact the Fund. For example, the Fund may buy a security and another fund or other account managed by PIMCO
may establish a short position in that same security or in another security issued by the same issuer. The subsequent short sale may result in a decrease in the price of the security that the first fund holds. When making investment decisions where
a conflict of interest may arise, PIMCO will endeavor to act in a fair and equitable manner as between the Fund and other Clients; however, in certain instances the resolution of the conflict may result in PIMCO acting on behalf of another Client in
a manner that may not be in the best interest, or may be opposed to the best interest, of the Fund. </P>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">In each of the situations described above, PIMCO may take
actions with respect to the assets held by one Client that are adverse to the other Clients, for example, by foreclosing on loans, by putting an issuer into default, or by exercising rights to purchase or sell to an issuer, causing an issuer to take
actions adverse to certain classes of securities, or otherwise. In negotiating the terms and conditions of any such investments, or any subsequent amendments or waivers or taking any other actions, PIMCO may find that the interests of a Client and
the interests of one or more other Clients could conflict. In these situations, decisions over items such as whether to make the investment or take an action, proxy voting, corporate reorganization, how to exit an investment, or bankruptcy or
similar matters (including, for example, whether to trigger an event of default or the terms of any workout) may result in conflicts of interest. Similarly, if an issuer in which a Client and one or more other Clients directly or indirectly hold
different classes of securities (or other assets, instruments or obligations issued by such issuer or underlying investments of such issuer) encounters financial problems, decisions over the terms of any workout will raise conflicts of interests
(including, for example, conflicts over proposed waivers and amendments to debt covenants). For example, a debt holder may be better served by a liquidation of the issuer in which it may be paid in full, whereas an equity or junior bond holder might
prefer a reorganization that holds the potential to create value for the equity holders. In some cases PIMCO may refrain from taking certain actions or making certain investments on behalf of Clients in order to avoid or mitigate certain conflicts
of interest or to prevent adverse regulatory or other effects on PIMCO, or may sell investments for certain Clients (in each case potentially disadvantaging the Clients on whose behalf the actions are not taken, investments not made, or investments
sold). In other cases, PIMCO may not refrain from taking actions or making investments on behalf of certain Clients that have the potential to disadvantage other Clients. In addition, PIMCO may take actions or refrain from taking actions in order to
mitigate legal risks to PIMCO or its affiliates or its Clients even if disadvantageous to a Client&#146;s account. Moreover, a Client may invest in a transaction in which one or more other Clients are expected to participate, or already have made or
will seek to make, an investment. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Additionally, certain conflicts may exist with respect to portfolio
managers who make investment decisions on behalf of several different types of Clients. Such portfolio managers may have an incentive to allocate trades, time or resources to certain Clients, including those Clients who pay higher investment
management fees or that pay incentive fees or allocations, over other Clients. These conflicts may be heightened with respect to portfolio managers who are eligible to receive a performance allocation under certain circumstances as part of their
compensation. </P> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">From time to time, PIMCO personnel may come into possession of material <FONT
STYLE="white-space:nowrap">non-public</FONT> information (&#147;MNPI&#148;) which, if disclosed, might affect an investor&#146;s decision to buy, sell or hold a security. Should a PIMCO employee come into possession of MNPI with respect to an
issuer, he or she generally will be prohibited from communicating such information to, or using such information for the benefit of, Clients, which could limit the ability of Clients to buy, sell or hold certain investments, thereby limiting the
investment opportunities or exit strategies available to Clients. In addition, holdings in the securities or other instruments of an issuer by PIMCO or its affiliates may affect the ability of a Client to make certain acquisitions of or enter into
certain transactions with such issuer. PIMCO has no obligation or responsibility to disclose such information to, or use such information for the benefit of, any person (including Clients). </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO maintains one or more restricted lists of companies whose securities are subject to certain trading
prohibitions due to PIMCO&#146;s business activities. PIMCO may restrict trading in an issuer&#146;s securities if the issuer is on a restricted list or if PIMCO has MNPI about that issuer. In some situations, PIMCO may restrict Clients from trading
in a particular issuer&#146;s securities in order to allow PIMCO to receive MNPI on behalf of other Clients. A Client may be unable to buy or sell certain securities until the restriction is lifted, which could disadvantage the Client. PIMCO may
also be restricted from making (or divesting of) investments in respect of some Clients but not others. In some cases PIMCO may not initiate or recommend certain types of transactions, or may otherwise restrict or limit its advice relating to
certain securities if a security is restricted due to MNPI or if PIMCO is seeking to limit receipt of MNPI. </P>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">PIMCO may conduct litigation or engage in other legal actions on behalf of one or more Clients. In such
cases, Clients may be required to bear certain fees, costs, expenses and liabilities associated with the litigation. Other Clients that are or were investors in, or otherwise involved with, the subject investments may or may not (depending on the
circumstances) be parties to such litigation actions, with the result that certain Clients may participate in litigation actions in which not all Clients with similar investments may participate, and such nonparticipating Clients may benefit from
the results of such litigation actions without bearing or otherwise being subject to the associated fees, costs, expenses and liabilities. PIMCO, for example, typically does not pursue legal claims on behalf of its separate accounts. Furthermore, in
certain situations, litigation or other legal actions pursued by PIMCO on behalf of a Client may be brought against or be otherwise adverse to a portfolio company or other investment held by a Client. </P>

<p Style='page-break-before:always'>
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 <P STYLE="margin-top:0pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">The foregoing is not a complete list of conflicts to which PIMCO
or Clients may be subject. PIMCO seeks to review conflicts on a <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">case-by-case</FONT></FONT> basis as they arise. Any review will take into consideration the interests of the relevant
Clients, the circumstances giving rise to the conflict, applicable PIMCO policies and procedures, and applicable laws. Clients (and investors in Funds) should be aware that conflicts will not necessarily be resolved in favor of their interests and
may in fact be resolved in a manner adverse to their interests. PIMCO will attempt to resolve such matters fairly, but even so, matters may be resolved in favor of other Clients which pay PIMCO higher fees or performance fees or in which PIMCO or
its affiliates have a significant proprietary interest. There can be no assurance that any actual or potential conflicts of interest will not result in a particular Client or group of Clients receiving less favorable investment terms in or returns
from certain investments than if such conflicts of interest did not exist. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Performance Fees. A portfolio
manager may advise certain accounts with respect to which the management fee is based entirely or partially on performance. Performance fee arrangements may create a conflict of interest for the portfolio manager in that the portfolio manager may
have an incentive to allocate the investment opportunities that he or she believes might be the most profitable to such other accounts instead of allocating them to the Fund. PIMCO has adopted policies and procedures reasonably designed to allocate
investment opportunities between the Fund and certain pooled investment vehicles on a fair and equitable basis over time. </P> <P STYLE="margin-top:18pt; margin-bottom:0pt; text-indent:11%; font-size:10pt; font-family:Times New Roman">(a)(3) </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; text-indent:8%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">As of June&nbsp;30, 2019 the following explains the compensation structure of the individuals who have
primary responsibility for <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> portfolio management of the Fund: </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; text-indent:11%; font-size:10pt; font-family:Times New Roman"><B>Portfolio Manager Compensation </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">PIMCO&#146;s approach to compensation seeks to provide professionals with a Total Compensation Plan and process that is driven by PIMCO&#146;s
mission and values. Key Principles on Compensation Philosophy include: </P> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s pay practices are designed to attract and retain high performers; </P></TD></TR></TABLE>
<P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
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<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s pay philosophy embraces a corporate culture of rewarding strong performance, a strong work ethic,
and meritocracy; </P></TD></TR></TABLE> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s goal is to ensure key professionals are aligned to PIMCO&#146;s long-term success through equity
participation; and </P></TD></TR></TABLE> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">PIMCO&#146;s &#147;Discern and Differentiate&#148; discipline guides total compensation levels.
</P></TD></TR></TABLE> <P STYLE="margin-top:18pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">The Total Compensation Plan consists of three components. The compensation program for portfolio managers is designed
to align with clients&#146; interests, emphasizing each portfolio manager&#146;s ability to generate long-term investment success for PIMCO&#146;s clients. A portfolio manager&#146;s compensation is not based solely on the performance of any Fund or
any other account managed by that portfolio manager: </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman"><I>Base Salary</I> &#150; Base salary is determined based on core job
responsibilities, positions/levels and market factors. Base salary levels are reviewed annually, when there is a significant change in job responsibilities or position, or a significant change in market levels. </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman"><I>Performance Bonus</I> &#150; Performance bonuses are designed to reward risk-adjusted performance and contributions to PIMCO&#146;s broader
investment process. The compensation process is not formulaic and the following <FONT STYLE="white-space:nowrap">non-exhaustive</FONT> list of qualitative and quantitative criteria are considered when determining the total compensation for portfolio
managers: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Performance measured over a variety of longer- and shorter-term periods, including
<FONT STYLE="white-space:nowrap">5-year,</FONT> <FONT STYLE="white-space:nowrap">4-year,</FONT> <FONT STYLE="white-space:nowrap">3-year,</FONT> <FONT STYLE="white-space:nowrap">2-year</FONT> and <FONT STYLE="white-space:nowrap">1-year</FONT>
dollar-weighted and account-weighted, <FONT STYLE="white-space:nowrap">pre-tax</FONT> total and risk-adjusted investment performance as judged against the applicable benchmarks (which may include internal investment performance-related benchmarks)
for each account managed by a portfolio manager (including the Funds) and relative to applicable industry peer groups; greatest emphasis is placed on <FONT STYLE="white-space:nowrap">5-year</FONT> and <FONT STYLE="white-space:nowrap">3-year</FONT>
performance, followed by <FONT STYLE="white-space:nowrap">1-year</FONT> performance; </P></TD></TR></TABLE>

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<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Consistency of investment performance across portfolios of similar mandate and guidelines, rewarding low
dispersion and consistency of outperformance; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Appropriate risk positioning and risk management mindset which includes consistency with PIMCO&#146;s investment
philosophy, the Investment Committee&#146;s positioning guidance, absence of defaults, and appropriate alignment with client objectives; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Contributions to mentoring, coaching and/or supervising members of team; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">Collaboration, idea generation, and contribution of investment ideas in the context of PIMCO&#146;s investment
process, Investment Committee meetings, and <FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">day-to-day</FONT></FONT> management of portfolios; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="13%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="left" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">With much lesser importance than the aforementioned factors: amount and nature of assets managed by the portfolio
manager, contributions to asset retention, and client satisfaction. </P></TD></TR></TABLE> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">PIMCO&#146;s partnership culture further rewards
strong long term risk adjusted returns with promotion decisions almost entirely tied to long term contributions to the investment process. <FONT STYLE="white-space:nowrap">10-year</FONT> performance can also be considered, though not explicitly as
part of the compensation process. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman"><I>Deferred Compensation</I> &#150; Long Term Incentive Plan (&#147;LTIP&#148;) and/or M Options are
awarded to key professionals. Employees who reach a total compensation threshold are delivered their annual compensation in a mix of cash and/or deferred compensation. PIMCO incorporates a progressive allocation of deferred compensation as a
percentage of total compensation, which is in line with market practices. </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="19%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">The LTIP provides participants with deferred cash awards that appreciate or depreciate based on PIMCO&#146;s
operating earnings over a rolling three-year period. The plan provides a link between longer term company performance and participant pay, further motivating participants to make a long term commitment to PIMCO&#146;s success. </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="19%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left"><FONT STYLE="font-family:SYMBOL; font-size:9pt" COLOR="#000000">&#183;</FONT></TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:10pt">The M Unit program provides
<FONT STYLE="white-space:nowrap"><FONT STYLE="white-space:nowrap">mid-to-senior</FONT></FONT> level employees with the potential to acquire an equity stake in PIMCO over their careers and to better align employee incentives with the Firm&#146;s
long-term results. In the program, options are awarded and vest over a number of years and may convert into PIMCO equity which shares in the profit distributions of the Firm. M Units are <FONT STYLE="white-space:nowrap">non-voting</FONT> common
equity of PIMCO and provide a mechanism for individuals to build a significant equity stake in PIMCO over time. </P></TD></TR></TABLE>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">Eligibility to participate in LTIP and the M Unit program is contingent upon continued employment at PIMCO and all other
applicable eligibility requirements. </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman"><B><I>Profit Sharing Plan</I></B><B>. </B>Portfolio managers who are Managing Directors of PIMCO
receive compensation from a <FONT STYLE="white-space:nowrap">non-qualified</FONT> profit sharing plan consisting of a portion of PIMCO&#146;s net profits. Portfolio managers who are Managing Directors receive an amount determined by the Compensation
Committee, based upon an individual&#146;s overall contribution to the firm. </P> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; text-indent:0%; font-size:10pt; font-family:Times New Roman">(a)(4) </P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">The following summarizes the dollar range of securities of the Fund the Portfolio Managers beneficially owned as of June&nbsp;30, 2019: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="53%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" ALIGN="center">


<TR>

<TD WIDTH="51%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="48%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; padding-left:8pt"><B>Portfolio&nbsp;Manager&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>Dollar&nbsp;Range&nbsp;of&nbsp;Equity&nbsp;Securities&nbsp;of&nbsp;the&nbsp;Fund&nbsp;Owned</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman"><B>as of June 30, 2019</B></P> <P STYLE="font-size:2pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; padding-left:8pt"><B>Daniel J. Ivascyn</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-right:2pt">Over&nbsp;$1,000,000</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; padding-left:8pt"><B>Alfred T. Murata</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; padding-right:2pt">None</TD></TR>
<TR BGCOLOR="#cceeff" STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"><B>Russell Gannaway</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">None</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" STYLE="BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-left:8pt"><B>Bryan Tsu</B></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"><FONT STYLE="white-space:nowrap">$10,001-$50,000</FONT></TD></TR>
</TABLE> <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left"><B>Item&nbsp;9.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
</B></P></TD></TR></TABLE> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman" ALIGN="justify">None. </P>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left"><B>Item&nbsp;10.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Submission of Matters to a Vote of Security Holders. </B></P></TD></TR></TABLE>
<P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">There have been no material changes to the procedures by which shareholders may recommend nominees to the Fund&#146;s Board of Trustees since
the Fund last provided disclosure in response to this item. </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left"><B>Item&nbsp;11.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Controls and Procedures. </B></P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="89%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="3%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="96%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(a)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">The principal executive officer and principal financial&nbsp;&amp; accounting officer have concluded as of a date within 90 days of the filing date of this report, based on their evaluation of the Registrant&#146;s disclosure
controls and procedures (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(c)</FONT> under the 1940 Act), that the design of such procedures is effective to provide reasonable assurance that material information required to be disclosed by
the Registrant on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> is recorded, processed, summarized and reported within the time periods specified in the Commission&#146;s rules and forms.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">(b)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">There were no changes in the Registrant&#146;s internal control over financial reporting (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(d)</FONT> under the 1940 Act (17 CFR
<FONT STYLE="white-space:nowrap">270.30a-3(d)))</FONT> that occurred during the last fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant&#146;s internal
control over financial reporting.</TD></TR>
</TABLE></DIV> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left"><B>Item&nbsp;12.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Disclosure of Securities Lending Activities for <FONT STYLE="white-space:nowrap">Closed-End</FONT>
Management Investment Companies. </B></P></TD></TR></TABLE> <P STYLE="margin-top:10pt; margin-bottom:0pt; margin-left:11%; font-size:10pt; font-family:Times New Roman">None. </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left"><B>Item&nbsp;13.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left"><B>Exhibits. </B></P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="89%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="4%"></TD>
<TD WIDTH="92%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(1)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Exhibit 99.CODE&#151;Code of Ethics pursuant to Section&nbsp;406 of the Sarbanes-Oxley Act of 2002.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(2)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Exhibit 99.CERT&#151;Certifications pursuant to Section&nbsp;302 of the Sarbanes-Oxley Act of 2002.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(3)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">None.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(a)(4)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">There was no change in the registrant&#146;s independent public accountant for the period covered by the report.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="5"></TD>
<TD HEIGHT="5" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" NOWRAP>(b)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Exhibit 99.906CERT&#151;Certifications pursuant to Section&nbsp;906 of the Sarbanes-Oxley Act of 2002.</TD></TR>
</TABLE></DIV>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>Signatures </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this
report to be signed on its behalf by the undersigned, thereunto duly authorized. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="50%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3">PCM Fund Inc.</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">/s/ Eric D.
Johnson&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D.
Johnson&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13" COLSPAN="3"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top" COLSPAN="3">Date: August&nbsp;27, 2019</TD></TR>
</TABLE></DIV> <P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of
1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="50%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="9%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="90%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">/s/ Eric D.
Johnson&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Eric D.
Johnson&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8"></TD>
<TD HEIGHT="8" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">August&nbsp;27, 2019</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="24"></TD>
<TD HEIGHT="24" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">/s/ Bradley
Todd&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Bradley
Todd&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Treasurer (Principal Financial&nbsp;&amp; Accounting Officer)</TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="8" COLSPAN="3"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom" COLSPAN="3">Date: August&nbsp;27, 2019</TD></TR>
</TABLE></DIV> <P STYLE="font-size:18pt; margin-top:0pt; margin-bottom:0pt">&nbsp;</P>
</BODY></HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(1)
<SEQUENCE>2
<FILENAME>d771452dex99a1.htm
<DESCRIPTION>CODE OF ETHICS PURSUANT TO SECTION 406 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Code of Ethics pursuant to Section 406 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Code of Ethics Pursuant to Section</U></B><B><U></U></B><B><U>&nbsp;406 of the
Sarbanes-Oxley Act of 2002 for Principal</U></B> </P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B><U>Executive and Senior Financial Officers</U></B> </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Funds </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO
Variable Insurance Trust (&#147;PVIT&#148;) </B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO ETF Trust (&#147;ETF&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series (&#147;PES&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Equity Series VIT (&#147;PESVIT&#148;) </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Managed Accounts Trust </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>PIMCO Sponsored Interval Funds<SUP STYLE="font-size:85%; vertical-align:top">1</SUP> </B></P>
<P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>I.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Covered Officers/Purpose of the Code </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code of Ethics (this &#147;Code&#148;) pursuant to Section&nbsp;406 of the <FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act of
2002 has been adopted by the Funds and, except as provided in Section VI below, applies to each Fund&#146;s Principal Executive Officer, Principal Financial Officer and Principal Accounting Officer (the &#147;Covered Persons&#148;). Each Covered
Person is identified in <U>Exhibit A</U>.) </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code has been adopted for the purpose of promoting: </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">full, fair, accurate, timely and understandable disclosure in reports and documents that a Fund files with, or
submits to, the Securities and Exchange Commission (&#147;SEC&#148;) and in other public communications made by a Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">compliance with applicable laws and governmental rules and regulations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the prompt internal reporting of violations of the Code to an appropriate person or persons identified in the
Code; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">accountability for adherence to the Code. </P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to conflicts
of interest or the appearance thereof. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"></P></TD></TR></TABLE>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="5%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">1</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="justify">The listed entities which are <FONT STYLE="white-space:nowrap">open-end</FONT> investment companies are
known as the &#147;Trusts,&#148; the listed entities which are publicly-traded <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies are known as the <FONT STYLE="white-space:nowrap">&#147;Closed-End</FONT> Funds,&#148; and the
listed entities which are <FONT STYLE="white-space:nowrap">closed-end</FONT> investment companies operating as &#147;interval&#148; funds under Rule <FONT STYLE="white-space:nowrap">23c-3</FONT> of the 1940 Act are known as the &#147;Interval
Funds.&#148; The Trusts&#146; respective series, the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds, and the Interval Funds are referred to herein as the &#147;Funds.&#148; References to &#147;Trustees&#148; include Directors, as
applicable. </P></TD></TR></TABLE>

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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>II.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Covered Persons Should Handle Ethically Any Actual or Apparent Conflicts of Interest
</B></P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify"><B>Overview</B>. A &#147;conflict of interest&#148; occurs when a Covered Person&#146;s private interest interferes
with the interests of, or his service to, the relevant Fund. For example, a conflict of interest would arise if a Covered Person, or a member of the Covered Person&#146;s family, receives improper personal benefits as a result of the Covered
Person&#146;s position with the relevant Fund. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Certain conflicts of interest arise out of the relationships between Covered Persons and
the relevant Fund and already are subject to conflict of interest provisions and procedures in the Investment Company Act of 1940, as amended (including the regulations thereunder, the &#147;1940 Act&#148;) and the Investment Advisers Act of 1940,
as amended (including the regulations thereunder, the &#147;Investment Advisers Act&#148;) and other applicable laws. Indeed, conflicts of interest are endemic for registered management investment companies and those conflicts are both substantially
and procedurally dealt with under the 1940 Act. For example, Covered Persons may not engage in certain transactions with a Fund because of their status as &#147;affiliated persons&#148; of such Fund. The compliance program of each Fund and the
compliance programs of its investment adviser, principal underwriter (with respect to the Trusts) and administrator (each a &#147;PIMCO-Affiliated Service Provider&#148; and, collectively, the &#147;PIMCO-Affiliated Service Providers&#148;<SUP
STYLE="font-size:85%; vertical-align:top">2</SUP>) are reasonably designed to prevent, or identify and correct, violations of many of those provisions, although they are not designed to provide absolute assurance as to those matters. This Code does
not, and is not intended to, repeat or replace these programs and procedures, and such conflicts fall outside of the parameters of this Code. <I>See also</I> Section V of this Code. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual
relationship between a Fund and its applicable PIMCO-Affiliated Service Providers of which the Covered Persons are also officers or employees. As a result, this Code recognizes that the Covered Persons will, in the normal course of their duties
(whether for the Funds or for a PIMCO-Affiliated Service Provider, or for both), be involved in establishing policies and implementing decisions that will have different effects on the PIMCO-Affiliated Service Providers and the Funds. The
participation of the Covered Persons in such activities is inherent in the contractual relationships between the Funds and their applicable PIMCO-Affiliated Service Providers and is consistent with the performance by the Covered Persons of their
duties as officers of the relevant Fund. Thus, if performed in conformity with the provisions of the 1940 Act, the Investment Advisers Act, other applicable law and the relevant Fund&#146;s constitutional documents, such activities will be deemed to
have been handled ethically. Frequently, the 1940 Act establishes, as a mechanism for dealing with conflicts, requirements that such potential conflicts be disclosed to and approved by the Trustees of a Fund who are not &#147;interested
persons&#148; of such Fund under the 1940 Act. In addition, it is recognized by each Fund&#146;s Board of Trustees that the Covered Persons may also be officers or employees of one or more other investment companies covered by this or other codes
and that such service, by itself, does not give rise to a conflict of interest. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="5%" VALIGN="top" ALIGN="left"></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"></P></TD></TR></TABLE>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="5%" VALIGN="top" ALIGN="left"><SUP STYLE="font-size:85%; vertical-align:top">2</SUP>&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Each PIMCO-Affiliated Service Provider is identified in <U>Exhibit B.</U> </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">2 </P>


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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Other conflicts of interest are covered by the Code, even if such conflicts of interest are
not the subject of provisions of the 1940 Act and the Investment Advisers Act. The following list provides examples of conflicts of interest under the Code, but Covered Persons should bear in mind that these examples are not exhaustive. The
overarching principle is that the personal interest of a Covered Person should not be placed improperly before the interest of the relevant Fund, unless the personal interest is disclosed to and reviewed by other officers of such Fund or such
Fund&#146;s Chief Compliance Officer (&#147;CCO&#148;). </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;*&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;* </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person must not: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">use his personal influence or personal relationships to improperly influence investment decisions or financial
reporting by the relevant Fund whereby the Covered Person would benefit personally to the detriment of such Fund; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">cause the relevant Fund to take action, or fail to take action, for the individual personal benefit of the
Covered Person rather than the benefit of such Fund; or </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="3%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="2%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">retaliate against any other Covered Person or any employee of the Funds or their PIMCO-Affiliated Service
Providers for reports of potential violations that are made in good faith. </P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">There are some conflict of interest
situations that should always be submitted for review by the President of the relevant Fund (or, with respect to activities of the President, by the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, by
the Fund&#146;s CCO). These conflict of interest situations are listed below: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">service on the board of directors or governing board of a publicly traded entity; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowing acceptance of any investment opportunity or of any material gift or gratuity from any person or entity
that does business, or desires to do business, with the relevant Fund. For these purposes, material gifts do <U>not</U> include (i)&nbsp;gifts from a single giver so long as their aggregate annual value does not exceed the equivalent of $100.00;
(ii) attending business meals, business related conferences, sporting events and other entertainment events at the expense of a giver, so long as the expense is reasonable<SUP STYLE="font-size:85%; vertical-align:top">3</SUP> and both the Covered
Person and the giver are present<SUP STYLE="font-size:85%; vertical-align:top">4</SUP>; or (iii)&nbsp;gifts or meals/conferences/events received from the Covered Person&#146;s employer; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:8.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000;width:26%">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP
STYLE="font-size:85%; vertical-align:top">3</SUP>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Whether an entertainment expense is &#147;reasonable&#148; will vary depending on the circumstances. For example, under proposed FINRA (NASD) guidance
(Proposed IM 3060, SEC Release <FONT STYLE="white-space:nowrap">No.&nbsp;34-55765,</FONT> May&nbsp;15, 2007), generally, a business entertainment event that is so lavish or extensive in nature that an attendee would likely feel compelled to direct
business to the sponsor of the event, or a business entertainment event that is intended or designed to cause, or would be reasonably judged to have the likely effect of causing the attendee to act in a manner that is inconsistent with the best
interests of a Fund would be unreasonable <I>per se</I>. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP STYLE="font-size:85%; vertical-align:top">4</SUP>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;In the event a Covered Person is a
registered representative of the Funds&#146; principal underwriter, the aggregate annual gift value from a single giver shall not exceed $100.00 as required by the rules of FINRA. However, PIMCO employees and PIMCO Investments LLC registered
representatives are subject to the respective firm&#146;s internal policies on accepting gifts and entertainment and must abide by the limitations imposed by such policies. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">3 </P>


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 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any ownership interest in, or any consulting or employment relationship with, any entities doing business with
the relevant Fund, other than a PIMCO-Affiliated Service Provider or an affiliate of a PIMCO-Affiliated Service Provider.<SUP STYLE="font-size:85%; vertical-align:top">5</SUP> This restriction shall not apply to or otherwise limit the ownership of
publicly traded securities of such entities doing business with the relevant Fund so long as the Covered Person&#146;s ownership does not exceed more than 2% of the outstanding securities of the relevant class; or </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
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<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">knowingly have a direct or indirect financial interest in commissions, transaction charges or spreads paid by
the relevant Fund for effecting portfolio transactions or for selling or redeeming shares of a Fund other than an interest arising from the Covered Person&#146;s employment. This restriction shall not apply to or otherwise limit the direct or
indirect ownership of publicly traded securities of any such company so long as the Covered Person&#146;s ownership does not exceed more than 2% of the particular class of security outstanding. </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>III.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Disclosure and Compliance </B></P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">No Covered Person should knowingly misrepresent, or cause others to misrepresent, facts about the relevant
Fund to others, whether within or outside such Fund, including to such Fund&#146;s Board of Trustees and auditors, and to governmental regulators and <FONT STYLE="white-space:nowrap">self-regulatory</FONT> organizations; </P></TD></TR></TABLE>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">each Covered Person should, to the extent appropriate within his area of responsibility, consult with other
officers and employees of the Funds, applicable PIMCO Affiliated Service Providers, other service providers, or with counsel to the Funds with the goal of promoting full, fair, accurate, timely and understandable disclosure in the registration
statements or periodic reports that the Funds file with, or submit to, the SEC (which, for sake of clarity, does not include any sales literature, omitting prospectuses, or &#147;tombstone&#148; advertising prepared by the relevant Fund&#146;s
principal underwriter(s)); and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">it is the responsibility of each Covered Person to promote compliance with the standards and restrictions
imposed by applicable laws, rules and regulations. </P></TD></TR></TABLE> <P STYLE="font-size:24pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1px solid #000000">&nbsp;</P> <P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="justify"><SUP
STYLE="font-size:85%; vertical-align:top">5</SUP>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;For purposes of the Code, an &#147;affiliate&#148; of a Service Provider is (a)&nbsp;any natural person or entity directly or indirectly owning,
controlling, or holding with power to vote, 5% or more of the outstanding voting securities of the Service Provider; (b)&nbsp;any natural person or entity 5% or more of whose outstanding voting securities are directly or indirectly owned by,
controlled, or held with power to vote, by the Service Provider; (c)&nbsp;any person directly or indirectly controlling, controlled by, or under common control with, the Service Provider; or (d)&nbsp;any officer, director, partner, copartner, or
employee of the Service Provider. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">4 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IV.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Reporting and Accountability </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Each Covered Person must: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">upon adoption of the Code (or thereafter as applicable, upon becoming a Covered Person), affirm in writing to
the relevant Fund that he has received, read, and understood the Code; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">annually thereafter affirm to the relevant Fund that he has complied with the requirements of the Code by
completing the Annual Certification of Compliance attached hereto as <U>Exhibit C</U>; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">provide full and fair responses to all questions asked in any Trustee and Officer Questionnaire provided by
the relevant Fund as well as with respect to any supplemental request for information; and </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">notify the President of the relevant Fund promptly if he or she is convinced to a moral certainty that there
has been a material violation of this Code (with respect to violations by a President, the Covered Person shall report to the Chairman of the relevant Fund or, if the same person holds the titles of President and Chairman, to the Fund&#146;s CCO).
</P></TD></TR></TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The President of each Fund is responsible for applying this Code to specific situations in which questions are
presented under it and, in consultation with the Fund&#146;s CCO, has the authority to interpret this Code in any particular situation. However, any reviews sought by the President will be considered by the Chairman of the relevant Fund or, if the
same person holds the titles of President and Chairman, by the Fund&#146;s CCO. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The Funds will follow these procedures in investigating
and enforcing this Code: </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">the President will take all appropriate action to investigate any potential material violations reported to
him, which actions may include the use of internal or external counsel, accountants or other personnel; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if, after such investigation, the President believes that no material violation has occurred, the President is
not required to take any further action; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">any matter that the President believes is a material violation will be reported to the applicable Fund&#146;s
CCO; </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%">&nbsp;</TD>
<TD WIDTH="2%" VALIGN="top" ALIGN="left">&#149;</TD>
<TD WIDTH="1%" VALIGN="top">&nbsp;</TD>
<TD ALIGN="left" VALIGN="top"> <P ALIGN="justify" STYLE=" margin-top:0pt ; margin-bottom:0pt; font-family:Times New Roman; font-size:12pt">if the CCO concurs that a material violation has occurred, it will inform and make a recommendation to the
Fund&#146;s Board of Trustees, which will consider appropriate action, which may include review of, and appropriate modifications to applicable policies and procedures; notification to appropriate personnel of a PIMCO-Affiliated Service Provider or
its board; or a recommendation to dismiss the Covered Person; and </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">5 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">A Fund&#146;s CCO or Board of Trustees may grant waivers under this Code, as each deems
appropriate. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>V.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Public Disclosure of Changes and Waivers </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any changes to this Code will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s <FONT
STYLE="white-space:nowrap">N-CSR.</FONT> Any waivers under this Code relating to a Covered Person will, to the extent required by the SEC&#146;s rules, be disclosed on the Fund&#146;s website or in the Fund&#146;s
<FONT STYLE="white-space:nowrap">N-CSR.</FONT> </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VI.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Other Policies and Procedures </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code shall be the sole code of ethics adopted by the Funds for purposes of Section&nbsp;406 of the
<FONT STYLE="white-space:nowrap">Sarbanes-Oxley</FONT> Act and the rules and forms applicable to registered investment companies thereunder. Insofar as other policies or procedures of the Funds or the Funds&#146; PIMCO-Affiliated Service Providers
govern or purport to govern the behavior or activities of the Covered Persons who are subject to this Code, they are superseded by this Code to the extent that they conflict with the provisions of this Code. The Funds&#146; and their
PIMCO-Affiliated Service Providers&#146; codes of ethics under Rule <FONT STYLE="white-space:nowrap">17j-1</FONT> under the 1940 Act and the PIMCO-Affiliated Service Providers&#146; more detailed compliance policies and procedures are separate
requirements applying to the Covered Persons and others, and are not part of this Code. </P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">This Code will not be interpreted or applied in
any manner that would violate the legal rights of any Covered Person as an employee under applicable law. For example, nothing in this Code or the Exhibits attached hereto prohibits or in any way restricts any Covered Person from reporting possible
violations of law or regulation to, otherwise communicating directly with, cooperating with or providing information to any governmental or regulatory body or any self-regulatory organization or making other disclosures that are protected under
applicable law or regulations of the SEC or any other governmental or regulatory body or self-regulatory organization. A Covered Person does not need prior authorization of PIMCO, a Fund or a PIMCO-Affiliated Service Provider before taking any such
action and is not required to inform PIMCO, a Fund or a PIMCO-Affiliated Service Provider if he or she chooses to take such action. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Amendments </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Any material amendments to this Code must be approved or ratified by a majority vote of the Board of Trustees. </P>
<P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>VIII.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify"><B>Confidentiality </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">All reports and records prepared or maintained pursuant to this Code will be considered confidential and shall be maintained and protected
accordingly. Except as otherwise required by law or this Code, such matters shall not be disclosed to anyone except as permitted by the Board of Trustees. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">6 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="7%" VALIGN="top" ALIGN="left"><B>IX.</B></TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="left"><B>Internal Use </B></P></TD></TR></TABLE>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">The Code is intended solely for the internal use by the Funds and does not constitute an admission, by or on behalf of any Fund, as to any
fact, circumstance, or legal conclusion. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">7 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="right">Sarbanes-Oxley Code of Ethics </P>
<p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>History of Amendments </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>History of adoptions and amendments: </U></P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Adopted:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">September&nbsp;29, 2004 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Effective:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">October&nbsp;5, 2004 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">April&nbsp;1, 2005 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">May&nbsp;24, 2005 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">February 24, 2009 (added ETF) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">March&nbsp;31, 2009 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">August&nbsp;11, 2009 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">March&nbsp;30, 2010 (added PES and PESVIT) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">March&nbsp;1, 2011 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">February&nbsp;27, 2013 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">November&nbsp;7, 2013 <FONT STYLE="white-space:nowrap">(non-material</FONT> changes) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">February&nbsp;26, 2014 <FONT STYLE="white-space:nowrap">(non-material</FONT> changes) </P></TD></TR></TABLE>

<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">August&nbsp;14, 2014 (added PIMCO Managed Accounts Trust and PIMCO Sponsored
<FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">January&nbsp;17, 2015 </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">December&nbsp;14, 2016 (added PIMCO Sponsored Interval Funds) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">February&nbsp;15, 2017 <FONT STYLE="white-space:nowrap">(Open-End</FONT> Funds Boards); March&nbsp;23, 2017
(Approved by PIMCO Managed Accounts Trust, PIMO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds and PIMCO Sponsored Interval Funds) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">May&nbsp;28, 2019 (updated Exhibit A for PIMCO Managed Accounts Trust, PIMO Sponsored <FONT
STYLE="white-space:nowrap">Closed-End</FONT> Funds and PIMCO Sponsored Interval Funds) </P></TD></TR></TABLE>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="11%" VALIGN="top" ALIGN="left">Amended:</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman; " ALIGN="justify">June&nbsp;15, 2019 (updated Exhibit A for OEF/ETF) </P></TD></TR></TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">8 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit A </B></P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman"><U>Persons Covered by this Code of Ethics </U></P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="97%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="24%"></TD>

<TD VALIGN="bottom"></TD>
<TD WIDTH="24%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="25%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="24%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Trust</B></P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal
Executive</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal
Financial</B></P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Principal Accounting</B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Officer</B></P> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt" align="left">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PIMCO Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">ETF</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PES</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PESVIT</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PIMCO Managed Accounts Trust</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PIMCO Sponsored <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt">PIMCO Sponsored Interval Funds</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Eric D. Johnson</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000">Bradley A. Todd</TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt">Bradley A. Todd</TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="justify">Note that a listed officer is only a &#147;Covered Person&#148; of the Fund(s) for which he or she serves as a
Principal Executive Officer, Principal Financial Officer or Principal Accounting Officer. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">A-1 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit B </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">&nbsp;&nbsp;<U>PIMCO-Affiliated Service Providers</U>* </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="22%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="77%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Investment Adviser</P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Pacific
Investment Management Company LLC (&#147;PIMCO&#148;)</P> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Principal Underwriter**</P>
<P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="top" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">PIMCO Investments
LLC</P> <P STYLE="font-size:12pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom" STYLE="BORDER:1px solid #000000; padding-left:8pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">Administrator***</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD>
<TD VALIGN="bottom" STYLE=" BORDER-LEFT:1px solid #000000; BORDER-TOP:1px solid #000000; BORDER-BOTTOM:1px solid #000000">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom" STYLE="BORDER-TOP:1px solid #000000; BORDER-RIGHT:1px solid #000000; BORDER-BOTTOM:1px solid #000000; padding-right:2pt"> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">PIMCO</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; font-size:12pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">* None of the PIMCO-Affiliated Service Providers are publicly traded companies. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">** PIMCO Investments LLC does not serve as the principal underwriter for the <FONT STYLE="white-space:nowrap">Closed-End</FONT> Funds. </P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman">*** Each Fund retains PIMCO to provide administrative services, either under separate administration agreements or under their advisory or management
agreements. </P>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">B-1 </P>


<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center"><B>Exhibit C </B></P>
<P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">ANNUAL CERTIFICATION OF COMPLIANCE </P>
<P STYLE="margin-top:18pt; margin-bottom:0pt; text-indent:5%; font-size:12pt; font-family:Times New Roman" ALIGN="justify">I hereby certify that I have complied with the requirements of the Code of Ethics Pursuant to Section&nbsp;406 of the
Sarbanes-Oxley Act of 2002 for Principal Executive and Senior Financial Officers (the &#147;Code&#148;) for the year ended December&nbsp;31, <U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U>. I also agree to cooperate fully with any investigation or inquiry as
to whether a possible violation of the foregoing Code has occurred. </P> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P> <P STYLE="font-size:24pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:12pt" ALIGN="center">


<TR>

<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="30%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
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<TD WIDTH="49%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:12pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1px solid #000000; font-size:12pt; font-family:Times New Roman">&nbsp;</P></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:12pt">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom">Signature</TD></TR>
</TABLE>
 <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P> <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:12pt; font-family:Times New Roman" ALIGN="center">C-1 </P>

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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(A)(2)
<SEQUENCE>3
<FILENAME>d771452dex99a2.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 302 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a) </U></B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <P STYLE="margin-top:12pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Eric D. Johnson, certify
that: </P> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">I have reviewed this report on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> of PCM Fund Inc.;
</P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have: </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s auditors and the
audit committee of the registrant&#146;s board of directors (or persons performing the equivalent functions): </P></TD></TR></TABLE> <P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:6pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant&#146;s internal control over financial reporting. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="89%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="15%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="36%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">August&nbsp;27, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Signature:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">/s/ Eric D. Johnson</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">President (Principal Executive Officer)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
</TABLE></DIV>

<p Style='page-break-before:always'>
<HR SIZE="3" style="COLOR:#999999" WIDTH="100%" ALIGN="CENTER">

 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.CERT </B></P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule 30a-2(a) </U></B></P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION </B></P> <p STYLE="margin-top:0pt;margin-bottom:0pt ; font-size:8pt">&nbsp;</P>
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman">I, Bradley Todd, certify that: </P> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">I have reviewed this report on Form <FONT STYLE="white-space:nowrap">N-CSR</FONT> of PCM Fund Inc.;
</P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">3.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">4.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule <FONT STYLE="white-space:nowrap">30a-3(c)</FONT> under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule
<FONT STYLE="white-space:nowrap">30a-3(d)</FONT> under the Investment Company Act of 1940) for the registrant and have: </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles; </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">c)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Evaluated the effectiveness of the registrant&#146;s disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">d)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Disclosed in this report any change in the registrant&#146;s internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant&#146;s internal control over financial reporting; and </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="4%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">5.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The registrant&#146;s other certifying officer and I have disclosed to the registrant&#146;s auditors and the
audit committee of the registrant&#146;s board of directors (or persons performing the equivalent functions): </P></TD></TR></TABLE> <P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">a)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant&#146;s ability to record, process, summarize, and report financial information; and </P></TD></TR></TABLE>
<P STYLE="font-size:10pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="9%">&nbsp;</TD>
<TD WIDTH="4%" VALIGN="top" ALIGN="left">b)</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant&#146;s internal control over financial reporting. </P></TD></TR></TABLE> <P STYLE="font-size:18pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P><DIV ALIGN="right">
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="89%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="15%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="45%"></TD>

<TD VALIGN="bottom" WIDTH="2%"></TD>
<TD WIDTH="36%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Date:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">August&nbsp;27, 2019</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Signature:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">/s/ Bradley Todd</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="10"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD>
<TD HEIGHT="10" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="bottom">Title:</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="bottom"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:4pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:4pt; font-family:Times New Roman">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;&nbsp;</TD>
<TD VALIGN="top"></TD></TR>
</TABLE></DIV>
</BODY></HTML>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.(B)
<SEQUENCE>4
<FILENAME>d771452dex99b.htm
<DESCRIPTION>CERTIFICATIONS PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002.
<TEXT>
<HTML><HEAD>
<TITLE>Certifications pursuant to Section 906 of the Sarbanes-Oxley Act of 2002.</TITLE>
</HEAD>
 <BODY BGCOLOR="WHITE">
 <P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="right"><B>Exhibit 99.906CERT </B></P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B><U>Certification Under Rule <FONT STYLE="white-space:nowrap">30a-2(b)</FONT> </U></B></P>
<P STYLE="margin-top:4pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>CERTIFICATION PURSUANT TO 18 U.S.C. SECTION 1350 </B></P>
<P STYLE="margin-top:0pt; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman" ALIGN="center"><B>(as adopted pursuant to Section&nbsp;906 of the Sarbanes-Oxley Act) </B></P>
<P STYLE="margin-top:6pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">In connection with the Report on Form N-CSR to which this certification is furnished as an exhibit (the &#147;Report&#148;), the undersigned
officers of PCM Fund Inc. (the &#147;Registrant&#148;) each certify that to his knowledge: </P> <P STYLE="font-size:8pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="6%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">1.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The Report on Form N-CSR fully complies with the requirements of Section&nbsp;13(a) or 15(d) of the Securities
Exchange Act of 1934; and </P></TD></TR></TABLE> <P STYLE="font-size:8pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt" BORDER="0" CELLPADDING="0" CELLSPACING="0" WIDTH="100%">
<TR style = "page-break-inside:avoid">
<TD WIDTH="6%">&nbsp;</TD>
<TD WIDTH="5%" VALIGN="top" ALIGN="left">2.</TD>
<TD ALIGN="left" VALIGN="top"> <P STYLE=" margin-top:0pt ; margin-bottom:0pt; font-size:10pt; font-family:Times New Roman; " ALIGN="left">The information contained in the Report on Form N-CSR fairly presents, in all material respects, the financial
condition and results of operations of the Registrant. </P></TD></TR></TABLE> <P STYLE="font-size:12pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<TABLE CELLSPACING="0" CELLPADDING="0" WIDTH="100%" BORDER="0" STYLE="BORDER-COLLAPSE:COLLAPSE; font-family:Times New Roman; font-size:10pt">


<TR>

<TD WIDTH="6%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="40%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="4%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="5%"></TD>

<TD VALIGN="bottom" WIDTH="1%"></TD>
<TD WIDTH="41%"></TD></TR>


<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Eric D. Johnson</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">By:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">/s/ Bradley Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;Name:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Eric D. Johnson</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Name:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Bradley Todd</TD></TR>
<TR STYLE="page-break-inside:avoid ; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">President (Principal Executive Officer)</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Title:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Treasurer&nbsp;(Principal&nbsp;Financial&nbsp;&amp;&nbsp;Accounting&nbsp;Officer)</TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"> <P STYLE="font-size:4pt;margin-top:0pt;margin-bottom:0pt">&nbsp;</P>
<P STYLE="margin-top:0pt; margin-bottom:1pt; border-bottom:1.50pt solid #000000; font-size:10pt; font-family:Times New Roman">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;</P></TD></TR>
<TR STYLE="font-size:1pt">
<TD HEIGHT="13"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD>
<TD HEIGHT="13" COLSPAN="2"></TD></TR>
<TR STYLE="page-break-inside:avoid ; font-family:Times New Roman; font-size:10pt">
<TD VALIGN="top">&nbsp;&nbsp;Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">August&nbsp;27, 2019</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">Date:</TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="top">August&nbsp;27, 2019</TD></TR>
<TR STYLE="page-break-inside:avoid ; ">
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"></TD>
<TD VALIGN="bottom">&nbsp;</TD>
<TD VALIGN="bottom"> <P STYLE="line-height:3.0pt;margin-top:0pt;margin-bottom:2pt;border-bottom:1.50pt solid #000000">&nbsp;</P> <P STYLE="font-size:0pt; margin-top:0pt; margin-bottom:1pt">&nbsp;</P></TD></TR>
</TABLE> <P STYLE="margin-top:8pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman"><B>A signed original of this written statement required by Section&nbsp;906, or other document authenticating,
acknowledging, or otherwise adopting the signature that appears in typed form within the electronic version of this written statement required by Section&nbsp;906, has been provided to the Registrant and will be retained by the Registrant and
furnished to the Securities and Exchange Commission (the &#147;Commission&#148;) or its staff upon request. </B></P> <P STYLE="margin-top:8pt; margin-bottom:0pt; margin-left:1%; font-size:10pt; font-family:Times New Roman">This certification is
being furnished to the Commission solely pursuant to 18 U.S.C. Section&nbsp;1350 and is not being filed as part of the Reports. </P>
</BODY></HTML>
</TEXT>
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<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>g771238g13e39.jpg
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</SEC-DOCUMENT>
